The Traditional Risk Measures
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-02680-6_3
Reference48 articles.
1. Abdel-Aty, S.H. 1954. “Ordered variables in discontinuous distributions”. Statistica Neerlandica 8, no. 2: 61–82.
2. Adrian, Tobias, and Markus K. Brunnermeier. 2016. “CoVaR”. American Economic Review 106, no. 7: 1705–1741.
3. Ahmadi-Javid, Amir. 2011. “An information-theoretic approach to constructing coherent risk measures”. In 2011 IEEE international symposium on information theory proceedings (ISIT), 2125–2127. Piscataway: IEEE.
4. –. 2012a. “Addendum to: Entropic value-at-risk: A new coherent risk measure”. Journal of Optimization Theory and Applications 155, no. 3: 1124–1128.
5. –. 2012b. “Entropic value-at-risk: A new coherent risk measure”. Journal of Optimization Theory and Applications 155, no. 3: 1105–1123.
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