✦ LIBER ✦

Coherent and convex risk measures for portfolios with applications

✍ Scribed by Wei, Linxiao; Hu, Yijun

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Multidimensional Coherent and Convex Ris

✍ Kulikov, A. V. 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 269 KB

Coherent and convex monetary risk measur

✍ Patrick Cheridito; Freddy Delbaen; Michael Kupper 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 210 KB

Coherent and convex monetary risk measur

✍ Patrick Cheridito; Freddy Delbaen; Michael Kupper 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 256 KB

Entropy Coherent and Entropy Convex Meas

✍ Laeven, Roger J. A.; Stadje, Mitja 📂 Article 📅 2013 🏛 INFORMS 🌐 English ⚖ 406 KB

Polyhedral Coherent Risk Measures and Op

✍ Kirilyuk, V. S. 📂 Article 📅 2014 🏛 Springer US 🌐 English ⚖ 190 KB

Convex risk measures for portfolio optim

✍ Hans-Jakob Lüthi; Jörg Doege 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 195 KB