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~institution:"Boston College / Department of Economics"
~institution:"Pensions Institute"
~institution:"Friedrich-Schiller-Universität Jena"
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Tail nonlinearly transformed risk measure : properties, decision theoretic analysis and application to portfolio selection and banking regulation
Bergk, Kerstin
-
2021
Persistent link: https://www.econbiz.de/10012817169
Saved in:
2
Decision making with convex risk measures: theoretical foundations and applications to finance and insurance
Rischau, Robert
-
2018
Persistent link: https://www.econbiz.de/10011897637
Saved in:
3
Decision making under risk with spectral risk measures : concepts and applications in financial theory
Brandtner, Mario
-
2016
Persistent link: https://www.econbiz.de/10011525409
Saved in:
4
Evaluation and combination of conditional quantile forecast
Giacomini, Raffaella
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002911904
Saved in:
5
Pension metrics : stochastic pension plan design and value-at-risk during the accumulation phase
Blake, David
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539997
Saved in:
6
Pension metrics : stoachastic pension plan design during the distribution phase
Blake, David
(
contributor
);
Cairns, Andrew
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540000
Saved in:
7
Long-term value at risk
Dowd, Kevin
(
contributor
);
Blake, David
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001539970
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