scientific article; zbMATH DE number 5300452

MaRDI QIDQ3512416zbMATH OpenFDO

Authors Alejandro Balbás

Publication date 11 July 2008

Full work available at URL https://eudml.org/doc/42020

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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(11)

• Projective method for the equation of risk theory in the arithmetic case
• Overview
• Entropic value-at-risk: a new coherent risk measure
• Measuring the position risks on capital markets: A mathematical programming approach
• Trade-off between robust risk measurement and market principles
• The mathematics and statistics of quantitative risk management. Abstracts from the workshop held March 16--22, 2008.
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• Risk measures based on probability semimetric
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• Progress in risk measurement

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