SZodixStudyAcademic Library

Shelves Open access

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

Measuring risk beyond the cash-additive paradigm · Study

ThesisMeasuring risk beyond the cash-additive paradigm

Cosimo-Andrea Munari2015

OA

Thesisgreen2015

Measuring risk beyond the cash-additive paradigm

Cosimo-Andrea Munari

13 citations·0/0 files stored·Repository for Publications and Research Data (ETH Zurich)

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 Economic and Environmental Valuation Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

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 — 13 citations exist upstream.

References

1999Coherent Measures of Risk 1972Capital Market Equilibrium with Restricted Borrowing 2009Lectures on Stochastic Programming: Modeling and Theory 2002On the coherence of expected shortfall 2002Convex measures of risk and trading constraints 2002Stochastic Finance: An Introduction in Discrete Time 2002Coherent Risk Measures on General Probability Spaces 2002Putting order in risk measures

Cited by

2018Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2015The Axiomatic Approach to Risk Measures for Capital Determinationreview · 15 shared references 2006Risk Measures and Robust Optimization Problemsarticle · 12 shared references 2010Modeling and optimization of riskarticle · 10 shared references 2010RISK MEASURES: RATIONALITY AND DIVERSIFICATIONarticle · 10 shared references 2018Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spacesarticle · 10 shared references 2018Quantile-Based Risk Sharingarticle · 9 shared references

Details

Year2015

Typethesis

Published2015-01-01

VenueRepository for Publications and Research Data (ETH Zurich)

Languageen

Citations13

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

Identifiers

doi10.3929/ethz-a-010475509

openalex_workW2279424998

Links

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

landingopen