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Risk measures for the 21st century · Study

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ArticleRisk measures for the 21st century

Giorgio P. Szegö2004

Article2004

Risk measures for the 21st century

Giorgio P. Szegö

329 citations·0/0 files stored

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Risk Management in Financial Firms Insurance and Financial Risk Management Risk Perception and Management

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2007AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT 2005DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION 2004Value-at-risk versus expected shortfall: A practical perspective 2006Risk measures via -expectations 2019Dynamic semiparametric models for expected shortfall (and Value-at-Risk)2013Generalized quantiles as risk measures 2004Different Approaches to Risk Estimation in Portfolio Theory 2005Minimizing CVaR and VaR for a portfolio of derivatives

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Year2004

Typearticle

Published2004-01-01

Languageen

Citations329

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ShelfRisk Management in Financial Firms

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openalex_workW1592048869

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