Search Results - subject:"Risk measure"

Akant, Adnan; Schielke, Hugo J. H. - In: Geld, Banken und Versicherungen : Beiträge zum ... … (1983), pp. 513-529

Persistent link: https://www.econbiz.de/10001819610

Amihud, Yakov - In: Journal of banking & finance 7 (1983) 2, pp. 189-196

Persistent link: https://www.econbiz.de/10001830309

Lave, Lester B. (ed.) - 1982

Persistent link: https://www.econbiz.de/10013535085

Gzyl, Henryk; Mayoral, Silvia - School of Economics and Business Administration, …

both cases, the risk measure can be thought of as a re-weighting of some initial distribution. We prove that spectral risk …

Persistent link: https://www.econbiz.de/10010559843