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Entropic Value-at-Risk: A New Coherent Risk Measure

✍ Scribed by Ahmadi-Javid, A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Addendum to: Entropic Value-at-Risk: A N

✍ Ahmadi-Javid, A. 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 311 KB

Vector-valued coherent risk measures

✍ Elyés Jouini; Moncef Meddeb; Nizar Touzi 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 260 KB

Expected Shortfall: A Natural Coherent A

✍ Carlo Acerbi; Dirk Tasche 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 91 KB

FOREX Risk: Measurement and Evaluation U

✍ Don Bredin; Stuart Hyde 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 284 KB

Can a Coherent Risk Measure Be Too Subad

✍ J. Dhaene; R. J. A. Laeven; S. Vanduffel; G. Darkiewicz; M. J. Goovaerts 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 479 KB

A New Measure of Risk

✍ Jay H. Lehr 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 342 KB