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Financial risk identification : a taxonomy based study

Shankar, Sangeeta; Ramulu, K.; Shankar S - In: Mudra : journal of finance and accounting 5 (2018) 1, pp. 35-47

Persistent link: https://www.econbiz.de/10011981280

On the c-property and w*-representations of risk measures

Gao, Niushan; Xanthos, Foivos - In: Mathematical finance : an international journal of … 28 (2018) 2, pp. 748-754

Persistent link: https://www.econbiz.de/10011969087

Financial risk measures for a network of individual agents holding portfolios of light-tailed objects

Klüppelberg, Claudia; Seifert, Miriam - In: Finance and stochastics 23 (2019) 4, pp. 795-826

Persistent link: https://www.econbiz.de/10012114659

Capital allocation à la Aumann-Shapley for non-differentiable risk measures

Centrone, Francesca; Rosazza Gianin, Emanuela - In: European journal of operational research : EJOR 267 (2018) 2, pp. 667-675

Persistent link: https://www.econbiz.de/10011812548

Modeling dependent risk factors with CreditRisk+

Zhang, Xiaohang; Choe, SuBang; Zhu, Ji; Bewick, Jill - In: The journal of credit risk : published quarterly by … 14 (2018) 2, pp. 29-43

Persistent link: https://www.econbiz.de/10011917573

FRM financial risk meter

Mihoci, Andrija; Althof, Michael; Chen, Yi-Hsuan; … - In: The econometrics of networks, (pp. 335-368). 2020

Persistent link: https://www.econbiz.de/10012318933

Risk analysis and portfolio modelling

Allen, David E.; Luciano, Elisa - In: Journal of risk and financial management : JRFM 12 (2019) 4/154, pp. 1-4

Financial risk measurement is a challenging task because both the types of risk and their measurement techniques evolve … quickly. This book collects a number of novel contributions for the measurement of financial risk, which addresses partially … explored risks or risk takers in a wide variety of empirical contexts. …

Persistent link: https://www.econbiz.de/10012173017

Unlocking portfolio resilient and persistent risk : a holistic approach to unveiling potential grounds

Reis, Pedro M. Nogueira; Pinto, António Pedro Soares - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-25

Persistent link: https://www.econbiz.de/10014581046

A multivariate CVaR risk measure from the perspective of portfolio risk management

Cai, Jun; Jia, Huameng; Mao, Tiantian - In: Scandinavian actuarial journal 2022 (2022) 3, pp. 189-215

Persistent link: https://www.econbiz.de/10013370495

FRM Financial Risk Meter

Althof, Michael - 2022

Persistent link: https://www.econbiz.de/10013390868