Putting order in risk measures
Year of publication: |
2002
|
---|---|
Authors: | Fritelli, Marco ; Rosazza Gianin, Emanuela |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 7, p. 1473-1486
|
Subject: | Risiko | Risk | Messung | Measurement | Unvollkommener Markt | Incomplete market | Theorie | Theory |
-
Assessing the risks of trading strategies using acceptability indices
Sonono, Masimba E., (2013)
-
Risk-neutral compatibility with option prices
Jacod, Jean, (2010)
-
Coherent acceptability measures in multiperiod models
Roorda, Berend, (2005)
- More ...
-
Fritelli, Marco, (2004)
-
Haezendonck–Goovaerts risk measures and Orlicz quantiles
Bellini, Fabio, (2012)
-
Generalized quantiles as risk measures
Bellini, Fabio, (2014)
- More ...