References

No references inside the corpus for this window.

Cited by

• 2004Coherent and convex monetary risk measures for bounded càdlàg processes91 cited
• 2008Risk Tuning with Generalized Linear Regression75 cited
• 2006Risk Measures and Robust Optimization Problems66 cited
• 2015Backtesting general spectral risk measures with application to expected shortfall56 cited
• 2011Scenario decomposition of risk-averse multistage stochastic programming problems45 cited
• 2005A value-of-information approach to measuring risk in multi-period economic activity37 cited
• 2008Time-consistency in managing a commodity portfolio: A dynamic risk measure approach36 cited
• 2005COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS27 cited
• 2012Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets27 cited
• 2008Value-at-Risk for Greek Stocks25 cited
• 2014MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g ‐EXPECTATION24 cited
• 2019Backtesting Value-at-Risk and Expected Shortfall in the Presence of Estimation Error20 cited
• 2007Credit portfolios: What defines risk horizons and risk measurement?20 cited
• 2012Indifference pricing with uncertainty averse preferences5 cited