Pages that link to "Item:Q5423188"
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The following pages link to Coherent measures of risk in everyday market practice† (Q5423188):
Displaying 9 items.
- Data envelopment analysis models of investment funds (Q421799) (← links)
- On the conditional value-at-risk probability-dependent utility function (Q849311) (← links)
- Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- Probability equivalent level of value at risk and higher-order expected shortfalls (Q2681453) (← links)
- Robustness and sensitivity analysis of risk measurement procedures (Q3577148) (← links)
- TERES: Tail Event Risk Expectile Shortfall (Q4991087) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
