On risk management problems related to a coherence property (Q5475313): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+A comparison of quantile estimators
@@ Property / cites work: A comparison of quantile estimators / rank @@
+Normal rank
@@ Property / cites work @@
+A new distribution-free quantile estimator
@@ Property / cites work: A new distribution-free quantile estimator / rank @@
+Normal rank
@@ Property / cites work @@
+On the worst conditional expectation.
@@ Property / cites work: On the worst conditional expectation. / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of Value-at-Risk and Expected Shortfall based on Nonlinear Models of Return Dynamics and Extreme Value Theory
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Quantile Risk Measures
+Normal rank
@@ Property / cites work @@
+Local Expected Shortfall-Hedging in Discrete Time *
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
+Normal rank