Shortfall as a risk measure: properties, optimization and applications (Q953649): Difference between revisions

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+Coherent Measures of Risk
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+A characterization of the distributions that imply mean-variance utility functions
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+Q4220711
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+Variance vs downside risk: Is there really that much difference?
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+Q3994411
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+Regression Quantiles
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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+Q3219581
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+Q5638112
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+Safety First and the Holding of Assets
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+Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
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+Q2752044
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