✦ LIBER ✦

Coherent risk measures under filtered historical simulation

✍ Scribed by Kostas Giannopoulos; Radu Tunaru

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Simulation of Coherent Risk Measures Bas

✍ Lesnevski, Vadim; Nelson, Barry L.; Staum, Jeremy 📂 Article 📅 2007 🏛 INFORMS 🌐 English ⚖ 239 KB

The influence of filtering by the macula

✍ Billy R. Hammond Jr.; Billy R. Wooten; Michael Engles; Jennifer C. Wong 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 420 KB