Shortfall deviation risk : an alternative for risk measurement

Marcelo Brutti Righi and Paulo Sergio Ceretta

Year of publication:	2016
Authors:	Righi, Marcelo Brutti ; Ceretta, Paulo Sergio
Published in:	Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2016, 2, p. 81-116
Subject:	shortfall deviation risk \| risk management \| risk measures \| coherent risk measures \| generalized deviation measures \| Risikomanagement \| Risk management \| Risikomaß \| Risk measure \| Risiko \| Risk \| Messung \| Measurement \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Bankrisiko \| Bank risk

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