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~subject:"Measurement"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Search: subject_exact:"LPM (Lower Partial Moments)"
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Measurement
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25
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1
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Cerreia-Vioglio, Simone
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Frittelli, Marco
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
104
European journal of operational research : EJOR
28
Risks : open access journal
28
Journal of risk
25
Journal of banking & finance
21
Mathematics of operations research
19
Finance and stochastics
17
Mathematics and financial economics
17
Quantitative finance
15
International journal of theoretical and applied finance
14
Finance research letters
13
Scandinavian actuarial journal
12
The journal of risk model validation
10
International review of financial analysis
9
Operations research
9
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
ASTIN bulletin : the journal of the International Actuarial Association
7
Computational economics
7
Journal of financial econometrics
7
Journal of risk and financial management : JRFM
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
The journal of operational risk
7
Applied economics letters
6
Astin bulletin : the journal of the International Actuarial Association
6
International review of economics & finance : IREF
6
Risk measures for the 21st century
6
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
5
Applied economics
5
Applied mathematical finance
5
Journal of forecasting
5
Journal of mathematical finance
5
Computational management science
4
Economic modelling
4
INFORMS journal on computing : JOC
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of economic dynamics & control
4
Journal of mathematical economics
4
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1
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Saved in:
2
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.
;
Cascos, Ignacio
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Saved in:
3
Coherence and elicitability
Ziegel, Johanna F.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Saved in:
4
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
5
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
Saved in:
6
Risk measures on P(R) and value at risk with probability/loss function
Frittelli, Marco
;
Maggis, Marco
;
Peri, Ilaria
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 442-463
Persistent link: https://www.econbiz.de/10010484275
Saved in:
7
Dynamic coherent acceptability indices and their applications to finance
Bielecki, Tomasz R.
;
Cialenco, Igor
;
Zhang, Zhao
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 411-441
Persistent link: https://www.econbiz.de/10010484294
Saved in:
8
Risk measures : rationality and diversification
Cerreia-Vioglio, Simone
;
Maccheroni, Fabio
;
Marinacci, …
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 743-774
Persistent link: https://www.econbiz.de/10009312216
Saved in:
9
One-parameter families of distortion risk measures
Tsukahara, Hideatsu
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10003937550
Saved in:
10
A short note on second-order stochastic dominance preserving coherent risk measures
Leitner, Johannes
- In:
Mathematical finance : an international journal of …
15
(
2005
)
4
,
pp. 649-651
Persistent link: https://www.econbiz.de/10003121136
Saved in:
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