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Why Risk Is So Hard to Measure · Study

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PreprintWhy Risk Is So Hard to Measure

Jón Danı́elsson2015

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Preprintgreen2015

Why Risk Is So Hard to Measure

Jón Danı́elsson · Chen Zhou

26 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Banking stability, regulation, efficiency Risk and Portfolio Optimization

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References

1952PORTFOLIO SELECTION*1999Coherent Measures of Risk 1963The Variation of Certain Speculative Prices 2006Extreme Value Theory : An Introduction 2017SRISK: A conditional capital shortfall measure of systemic risk 2006Extreme value theory : an introduction 2003Risks and Portfolio Decisions Involving Hedge Funds 2011Making and Evaluating Point Forecasts

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2022Predicting Risk through Artificial Intelligence Based on Machine Learning Algorithms: A Case of Pakistani Nonfinancial Firms

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Details

Year2015

Typepreprint

Published2015-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.2597563

openalex_workW1551505120

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