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Risk measurement

Litterman, Bob - In: Modern investment management : an equilibrium approach, (pp. 24-35). 2003

Persistent link: https://www.econbiz.de/10002111959

Financial risk measurement and management

Diebold, Francis X. (contributor) - 2012

Persistent link: https://www.econbiz.de/10009773251

Interaction between financial risk measures and machine learning methods

Gotoh, Jun-ya; Takeda, Akiko; Yamamoto, Rei - In: Computational Management Science : CMS 11 (2014) 4, pp. 365-402

Persistent link: https://www.econbiz.de/10010437153

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

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

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