Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10011312277
Persistent link: https://www.econbiz.de/10009730805
Persistent link: https://www.econbiz.de/10009517588
Persistent link: https://www.econbiz.de/10012796660
Persistent link: https://www.econbiz.de/10012625694
Persistent link: https://www.econbiz.de/10012815980
Persistent link: https://www.econbiz.de/10014566481
Persistent link: https://www.econbiz.de/10014364915
Persistent link: https://www.econbiz.de/10014565286
The notion of "tail risk" has been a crucial consideration in modern risk management. To achieve a comprehensive understanding of the tail risk, we carry out an axiomatic study for risk measures which quantify the tail risk, that is, the behavior of a risk beyond a certain quantile. Such risk...
Persistent link: https://www.econbiz.de/10012855126