|
| Der Artikel wird am Ende des Bestellprozesses zum Download zur Verfügung gestellt. |
Risk Measures and Attitudes
ISBN-13:
9781447149262
Veröffentl:
2013
Seiten:
91
Autor:
Francesca Biagini
Serie:
EAA Series
eBook Typ:
PDF
eBook Format:
EPUB
Kopierschutz:
1 - PDF Watermark
Sprache:
Englisch
Beschreibung:
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 risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed include portfolio choice, mitigating credit risk and comparing risky alternatives.
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.
Kunden Rezensionen
Mehr zum Thema
Folgen Sie uns auf:
