Similar Search Results - EconBiz

Sentiment and economic activity in Brazil

Marschner, Paulo Fernando; Ceretta, Paulo Sergio - In: REGE revista de gestão 31 (2024) 2, pp. 186-200

Persistent link: https://www.econbiz.de/10015189991

Shortfall Deviation Risk : An Alternative for Risk Measurement

Righi, Marcelo Brutti - 2016

We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected Shortfall (ES) and Shortfall Deviation (SD), which we also...

Persistent link: https://www.econbiz.de/10013005534

Shortfall deviation risk : an alternative for risk measurement

Righi, Marcelo Brutti; Ceretta, Paulo Sergio - In: Journal of risk 19 (2016) 2, pp. 81-116

Persistent link: https://www.econbiz.de/10013177086

Albrecht, Peter - 2003

Persistent link: https://www.econbiz.de/10015204285

Quantile maximizing safety-first investors : separation, performance measurement and capital market equilibrium

Albrecht, Peter - 2012

Persistent link: https://www.econbiz.de/10009578723

Not a fallacy of the law of large numbers : pooling risks and the utility of insurance

Albrecht, Peter - 2015

Persistent link: https://www.econbiz.de/10011432252

Albrecht, Peter - 2003

Persistent link: https://www.econbiz.de/10013443138

Risk based capital allocation

Albrecht, Peter - 2003

Persistent link: https://www.econbiz.de/10013443139

A stochastic approach for the quantification of default risk of OTC financial derivatives

Albrecht, Peter - 1997

Persistent link: https://www.econbiz.de/10013443260

Self-annuitization, consumption shortfall in retirement and asset allocation : the annuity benchmark

Albrecht, Peter; Maurer, Raimond - In: Journal of pension economics and finance 1 (2002) 3, pp. 269-288

Persistent link: https://www.econbiz.de/10001776297

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