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Filtering by: Keyword risk management Keyword value-at-risk Resource type Dissertation

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Description:: In financial risk management, coherent risk measures have been proposed as a way to avoid undesirable properties of measures such as value at risk that discourage diversification and do not account for the magnitude of the largest, and therefore most serious, losses. A coherent risk measure equals the maximum expected...
Keyword:: generalized scenarios, simulation, ranking and selection, coherent risk measures, value-at-risk, and risk management
Subject:: Industrial Engineering and Management Sciences
Creator:: Vadim Lesnevski
Owner:: Scholarly Digital Publishing
Date Uploaded:: 05/10/2018
Date Modified:: 05/10/2018
Date Created:: 2006-12-05
Resource Type:: Dissertation

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