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Risk Measures and Attitudes
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor Corporativo: | |
| Otros Autores: | , , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Springer London : Imprint: Springer,
2013.
|
| Edición: | 1st ed. 2013. |
| Colección: | EAA Series,
|
| Temas: | |
| Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
- Multivariate Concave and Convex Stochastic Dominance
- Reliable Quantification and Efficient Estimation of Credit Risk
- Diffusion-based models for financial markets without martingale measures.