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Quantitative Techniques for Financial Risk Assessment: A Comparative Approach Using Different Risk Measures and Estimation Methods
2 references·0 citing·10 second hopsampled
Quantitative Techniques for Financial Risk Assessment: A Comparative Approach Using Different Risk Measures and Estimation Methods (2014)Quantitative Techniques for Financial Ris…Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Spectral measures of risk: A …Coherent Measures of Risk (1999)Coherent Measures of RiskAn Overview of Value at Risk (1997)Modelling Extremal Events (1997)Modeling and Forecasting Realized Volatility (2003)Theory of rational option pricing (2005)Lectures on Stochastic Programming (2009)Optimization of conditional value-at-risk (2000)Conditional value-at-risk for general loss distributions (2002)Generalized deviations in risk analysis (2005)Making and Evaluating Point Forecasts (2011)Frameworks and Results in Distributionally Robust Optimization (2022)
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  • 1999Coherent Measures of Risk8,849 cited
  • 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited

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