✦ LIBER ✦

Higher moment coherent risk measures

✍ Scribed by Krokhmal, PAVLO A.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Coherent risk measures

✍ Freddy Delbaen 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 German ⚖ 385 KB

Dynamic coherent risk measures

✍ Frank Riedel 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 273 KB

Coherent Measures of Risk

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

Multistage optimization of option portfo

✍ Matmoura, Yassine; Penev, Spiridon 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 334 KB

Vector-valued coherent risk measures

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

Multidimensional Coherent and Convex Ris

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