Risk Measures
Author:
Affiliation:
1. University of Mannheim Schloss; Institute for Insurance Science; Mannheim Germany D-68131
Publisher
John Wiley & Sons, Ltd
Reference44 articles.
1. On the coherence of expected shortfall;Acerbi;Journal of Banking and Finance,2002
2. Shortfall-risks of stocks in the long run;Albrecht;Financial Markets and Portfolio Management,2001
3. Coherent measures of risk;Artzner;Mathematical Finance,1999
4. Measuring investment risk: a review;Balzer;Journal of Investing,1994
5. Risk as a primitive: a survey of measures of perceived risk;Brachinger;OR Spektrum,1997
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