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Eccentricity in asset management
Kaya, Hakan - In: The journal of network theory in finance 1 (2015) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10011374587
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Financial risk measurement and management
Diebold, Francis X. (contributor) - 2012
Persistent link: https://www.econbiz.de/10009773251
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Stress testing credtit risk portfolios
Jacobs, Michael <Jr.> - In: Journal / The Capco Institute : journal of financial … 37 (2013), pp. 53-75
Persistent link: https://www.econbiz.de/10010341034
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Nonnegative risk components
Staum, Jeremy - In: Journal of risk 18 (2015/2016) 2, pp. 1-29
Persistent link: https://www.econbiz.de/10011438960
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The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel; Zanjani, George - In: Management science : journal of the Institute for … 62 (2016) 5, pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
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Model risk of risk models
Daníelsson, Jón; James, Kevin; Valenzuela, Marcela; … - 2014
Persistent link: https://www.econbiz.de/10010433427
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Risk models-at-risk
Boucher, Christophe; Daníelsson, Jón; Kouontchou, … - In: Journal of banking & finance 44 (2014), pp. 72-92
Persistent link: https://www.econbiz.de/10010410376
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On Haezendonck risk measures
Bellini, Fabio; Rosazza Gianin, Emanuela - In: Journal of banking & finance 32 (2008) 6, pp. 986-994
Persistent link: https://www.econbiz.de/10003733781
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On the use of long-term risk measures as an approach to communicating risks
Ren, Jiandong - In: Asia-Pacific journal of risk and insurance : APJRI 10 (2016) 1, pp. 45-55
Persistent link: https://www.econbiz.de/10011410501
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Loss-Based Risk Measures
Cont, Rama - 2011
Starting from the requirement that risk measures of financial portfolios should be based on their losses, not their … gains, we define the notion of loss-based risk measure and study the properties of this class of risk measures. We … characterize loss-based risk measures by a representation theorem and give examples of such risk measures. We then discuss the …
Persistent link: https://www.econbiz.de/10013130514