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      Robustness and sensitivity analysis of risk measurement procedures

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Quantitative Finance
      Publisher: Informa UK Limited

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          Conditional value-at-risk for general loss distributions

          R.Tyrrell Rockafellar, Stanislav Uryasev (2002)
          Article 0 comments Cited 289 times – based on 0 reviews     Review now
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            Convex measures of risk and trading constraints

            Hans Föllmer, Alexander Schied (2002)
            Article 0 comments Cited 197 times – based on 0 reviews     Review now
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              Putting order in risk measures

              Marco Frittelli, Emanuela Rosazza Gianin (2002)
              Article 0 comments Cited 117 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Quantitative Finance
                Abbreviated Title: Quantitative Finance
                Publisher: Informa UK Limited
                ISSN (Print): 1469-7688
                ISSN (Electronic): 1469-7696
                Publication date Created: June 2010
                Publication date (Print): June 2010
                Volume: 10
                Issue: 6
                Pages: 593-606
                Article
                DOI: 10.1080/14697681003685597
                SO-VID: b5bb8997-200f-494a-bf47-83fb6097d8b5
                Copyright © © 2010
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