✦ LIBER ✦

Liquidity risk theory and coherent measures of risk

✍ Scribed by Acerbi, Carlo; Scandolo§, Giacomo

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Liquidity-adjusted risk measures

✍ S. Weber, W. Anderson, A.-M. Hamm, T. Knispel, M. Liese, T. Salfeld 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 443 KB

Coherent risk measures

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

Coherent Measures of Risk

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

Dynamic coherent risk measures

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

Liquidity risk and arbitrage pricing the

✍ Umut Çetin; RobertA. Jarrow; Philip Protter 📂 Article 📅 2004 🏛 Springer-Verlag 🌐 English ⚖ 336 KB

Higher moment coherent risk measures

✍ Krokhmal, PAVLO A. 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English ⚖ 279 KB