Coverart for item
The Resource Risk measures and attitudes, Francesca Biagini, Andreas Richter, Harris Schlesinger, editors

Risk measures and attitudes, Francesca Biagini, Andreas Richter, Harris Schlesinger, editors

Label
Risk measures and attitudes
Title
Risk measures and attitudes
Statement of responsibility
Francesca Biagini, Andreas Richter, Harris Schlesinger, editors
Contributor
Subject
Language
eng
Summary
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. This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management
Member of
Cataloging source
GW5XE
Dewey number
338.5
Index
index present
LC call number
HD61
LC item number
.R57 2013
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
  • Biagini, Francesca
  • Richter, Andreas
  • Schlesinger, Harris
Series statement
EAA Series-textbook,
http://library.link/vocab/subjectName
  • Financial risk
  • Financial risk management
  • Financial risk
  • Financial risk management
Label
Risk measures and attitudes, Francesca Biagini, Andreas Richter, Harris Schlesinger, editors
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Diffusion-Based Models for Financial Markets Without Martingale Measures
  • Claudio Fontana, Wolfgang J. Runggaldier
  • Risk attitudes
  • Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
  • Patrick Cheridito, Samuel Drapeau, Michael Kupper
  • Multivariate Concave and Convex Stochastic Dominance
  • Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin, Robert L. Winkler
  • Downside Risk
  • Reliable Quantification and Efficient Estimation of Credit Risk
  • Jörn Dunkel, Stefan Weber
Control code
827307181
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9781447149255
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4471-4926-2
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)827307181
Label
Risk measures and attitudes, Francesca Biagini, Andreas Richter, Harris Schlesinger, editors
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • Diffusion-Based Models for Financial Markets Without Martingale Measures
  • Claudio Fontana, Wolfgang J. Runggaldier
  • Risk attitudes
  • Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
  • Patrick Cheridito, Samuel Drapeau, Michael Kupper
  • Multivariate Concave and Convex Stochastic Dominance
  • Michel Denuit, Louis Eeckhoudt, Ilia Tsetlin, Robert L. Winkler
  • Downside Risk
  • Reliable Quantification and Efficient Estimation of Credit Risk
  • Jörn Dunkel, Stefan Weber
Control code
827307181
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9781447149255
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-1-4471-4926-2
Quality assurance targets
not applicable
Reformatting quality
unknown
Sound
unknown sound
Specific material designation
remote
System control number
(OCoLC)827307181

Library Locations

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      1020 Lowry Street, Columbia, MO, 65201, US
      38.944491 -92.326012
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