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Econometrics of risk
Huynh, Van-Nam (ed.); Kreinovich, Vladik (contributor);  … - 2015
Persistent link: https://www.econbiz.de/10010495051
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Estimating oil price value at risk using belief functions
Phochanachan, Panisara; Sirisrisakulchai, Jirakom; … - In: Econometrics of risk, (pp. 377-389). 2015
Persistent link: https://www.econbiz.de/10010498515
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Risk, return and international portfolio analysis : entropy and linear belief functions
Apiwat Ayusuk; Songsak Sriboonchitta - In: Econometrics of risk, (pp. 319-328). 2015
Persistent link: https://www.econbiz.de/10010498519
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Forecasting risk and returns : CAPM model with belief functions
Sutthiporn Piamsuwannakit; Songsak Sriboonchitta - In: Econometrics of risk, (pp. 259-271). 2015
Persistent link: https://www.econbiz.de/10010498527
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Stochastic dominance and applications to finance, risk and economics
Songsak Sriboonchitta; Wong, Wing Keung; Dhompongsa, Sompong - 2010
Persistent link: https://www.econbiz.de/10003865426
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Stochastic dominance and applications to finance, risk and economics
Songsak Sriboonchitta (contributor) - 2010
chapter 1 Utility in Decision Theory -- chapter 2 Foundations of Stochastic Dominance -- chapter 3 Issues in Stochastic Dominance -- chapter 4 Financial Risk Measures -- chapter 5 Choquet Integrals as Risk Measures -- chapter 6 Foundational Statistics for Stochastic Dominance -- chapter 7 Models...
Persistent link: https://www.econbiz.de/10015069236