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Search for publications relevant for "spectral risk measures"
spectral risk measures
Publication
Class
Person
Publication
Programmes
publication
Salience, systemic risk and spectral risk measures as capital requirements
2021 |
Faculty of Mathematics and Physics, Faculty of Social Sciences, Centre for Economic Research and Graduate Education
publication
Risk measures in finance revisited
2010 |
Faculty of Mathematics and Physics
publication
Risk-aversion in data envelopment analysis models with diversification
2021 |
Faculty of Mathematics and Physics
publication
STRESS TESTING FOR RISK-AVERSE STOCHASTIC PROGRAMS
2015 |
Faculty of Mathematics and Physics
publication
Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws
2020 |
Faculty of Mathematics and Physics