Coherent Measures of Risk
In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a se...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 8,812
- Institution
- Carnegie Mellon University
External Links
Identifiers
- ORCID
- 0000-0002-2004-5850
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.