Tail nonlinearly transformed risk measure and its application (Q1929949): Difference between revisions

@@ Property / describes a project that uses @@
+RiskMetrics
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+https://doi.org/10.1007/s00291-011-0271-2
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+W2088609657
@@ Property / OpenAlex ID: W2088609657 / rank @@
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Shortfall as a risk measure: properties, optimization and applications
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@@ Property / cites work @@
+Q3415817
@@ Property / cites work: Q3415817 / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of coherent risk measures based on <i>p</i>‐norms and their applications
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@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Economic Capital Allocation Derived from Risk Measures
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@@ Property / cites work @@
+Risk capital allocation by coherent risk measures based on one-sided moments.
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Large-Scale Portfolio Optimization
@@ Property / cites work: Large-Scale Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic distribution of law-invariant risk functionals
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@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+The Relationship Between Risk Attitude and Strength of Preference: A Test of Intrinsic Risk Attitude
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@@ Property / cites work @@
+A strong law for linear functions of order statistics
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@@ links / mardi / name / links / mardi / name @@
+Publication:1929949