Loading…
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...
| Call Number: | Libro Electrónico |
|---|---|
| Corporate Author: | |
| Other Authors: | , , |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
London :
Springer London : Imprint: Springer,
2013.
|
| Edition: | 1st ed. 2013. |
| Series: | EAA Series,
|
| Subjects: | |
| Online Access: | Texto Completo |
Table of Contents:
- 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.