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...
Salvato in:
| Altri autori: | , , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
London :
Springer London
[20..].
Cham : Springer Nature |
| Edizione: | 1st ed. 2013. |
| Serie: | EAA Series
|
| Soggetti: | |
| Accesso online: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Risk measures and attitudes, Francesca Biagini, Andreas Richter, Harris Schlesinger, editors, London, Springer, 2013, 1 vol. (IX-91 p.), EAA Series, 978-1-4471-4925-5 • Risk Measures and Attitudes, Texte imprimé, 9781447149279 • Risk measures and attitudes, Francesca Biagini, Andreas Richter, Harris Schlesinger, editors, London, Springer, 2013, 1 vol. (IX-91 p.), EAA Series, 978-1-4471-4925-5 |
Sommario:
- 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