Living on the edge: how risky is it to operate at the limit of the tolerated risk? (Q1958617): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s10479-009-0604-6 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2060655959 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Coherent Measures of Risk / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4794126 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Duality and martingales: a stochastic programming perspective on contingent claims / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The duality of option investment strategies for hedge funds / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5591247 / rank | |||
Normal rank | |||
Latest revision as of 07:32, 3 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Living on the edge: how risky is it to operate at the limit of the tolerated risk? |
scientific article |
Statements
Living on the edge: how risky is it to operate at the limit of the tolerated risk? (English)
0 references
4 October 2010
0 references
investor
0 references
risk measure
0 references
conditional value-at-risk
0 references
value-at-risk
0 references
