✦ LIBER ✦

Coherence Versus Elicitability in Measures of Market Risk

✍ Scribed by James Ming Chen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Coherent measures of risk in everyday ma

✍ Acerbi, Carlo 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 207 KB

Interdependence of Market Risk Measures

✍ Philip L. Cooley, Rodney L. Roenfeldt and Naval K. Modani 📂 Article 📅 1977 🏛 University of Chicago Press 🌐 English ⚖ 689 KB

Coherent Measures of Risk

✍ Philippe Artzner; Freddy Delbaen; Jean-Marc Eber; David Heath 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 148 KB

Risk-adjusted probability measures in po

✍ Naomi Miller; Andrzej Ruszczyński 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 351 KB

Liquidity risk theory and coherent measu

✍ Acerbi, Carlo; Scandolo§, Giacomo 📂 Article 📅 2008 🏛 Taylor and Francis Group 🌐 English ⚖ 216 KB

Coherent Distortion Risk Measures in Por

✍ Feng, Ming Bin; Tan, Ken Seng 📂 Article 📅 2012 🏛 Elsevier ⚖ 653 KB