Essays on dual risk measures and the asymptotic term structure
Year of publication: |
2009
|
---|---|
Other Persons: | Schulze, Klaas (contributor) |
Subject: | Risiko | Risk | Finanzmarkt | Financial market | Messung | Measurement | Index | Index number | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk | Risikopräferenz | Risk attitude | Theorie | Theory | Zinsstruktur | Yield curve | Zero-Bond | Zero-coupon bond | Anleihe | Bond | Arbitrage Pricing | Arbitrage pricing | Arbitrage | Risikoanalyse | Risikomaß | Rentenmarkt |
-
On dynamic coherent and convex risk measures : risk optimal behavior and information gains
Engelage, Daniel, (2009)
-
False consciousness in financial markets : or is it in ivory towers?
Schnytzer, Adi, (2010)
-
False consciousness in financial markets : or is it in ivory towers?
Schnytzer, Adi, (2011)
- More ...
-
Asymptotic Maturity Behavior of the Term Structure
Schulze, Klaas, (2008)
-
General dual measures of riskiness
Schulze, Klaas, (2015)
-
Existence and computation of the Aumann–Serrano index of riskiness and its extension
Schulze, Klaas, (2014)
- More ...