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...
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| Autor Corporativo: | |
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| Outros Autores: | , , |
| Formato: | Recurso Electrónico livro electrónico |
| Idioma: | English |
| Publicado em: |
London :
Springer London : Imprint: Springer,
2013.
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| Edição: | 1st ed. 2013. |
| Colecção: | EAA Series,
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| Assuntos: | |
| Acesso em linha: | https://doi.org/10.1007/978-1-4471-4926-2 |
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Sumário:
- 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.