SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A Characterization of Measures of Risk · Study

ReportA Characterization of Measures of Risk

Philippe Artzner1997

Report1997

A Characterization of Measures of Risk

Philippe Artzner · Freddy Delbaen · J. M. Eber

44 citations·0/0 files stored·eCommons (Cornell University)

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

Abstract

A Characterization of Measures of Risk

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 44 citations exist upstream.

Cited by

2002On the coherence of expected shortfall 2002Spectral measures of risk: A coherent representation of subjective risk aversion 2004Measures of risk 1998An Actuarial Index of the Right-Tail Risk 2008Two-sided coherent risk measures and their application in realistic portfolio optimization 2010Extreme Risk Measures for International REIT Markets 2012Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence 1998On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach

Details

Year1997

Typereport

Published1997-02-01

VenueeCommons (Cornell University)

Languageen

Citations44

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

Identifiers

openalex_workW1565235991

Links

landingopen

Imported from OpenAlex (CC0) — nothing here is generated.