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Coherent risk measure
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1	External Risk Measures and Basel Accords Steven Kou Department of IEOR, 312 Mudd Building, Columbia University, New York, New York 10027, Xianhua Peng Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2012-03-20 08:57:54 Financial risk Economy Mathematical finance Finance Money Actuarial science Value at risk Risk measure Basel II Variance Coherent risk measure Risk
2	Microsoft Word - idp-gmesdoc Add to Reading List Source URL: foibg.com Language: English - Date: 2015-02-02 08:44:23 Financial risk Actuarial science Economy Mathematical finance Finance Money Coherent risk measure Risk measure Value at risk Risk Expected shortfall Portfolio optimization
3	Worst-case Conditional Value-at-Risk Minimization for Hazardous Materials Transportation Iakovos Toumazis and Changhyun Kwon Department of Industrial and Systems Engineering, University at Buffalo, SUNY iakovost@buffalo. Add to Reading List Source URL: toumiak.com Language: English - Date: 2015-12-23 01:55:23 Financial risk Actuarial science Mathematical finance Applied mathematics Economy Finance Value at risk Expected shortfall Coherent risk measure Shortest path problem Risk Route assignment
4	Routing Hazardous Materials on Time-Dependent Networks using Conditional Value-at-Risk Iakovos Toumazisa , Changhyun Kwona,1 a Department of Industrial and Systems Engineering Add to Reading List Source URL: toumiak.com Language: English - Date: 2014-05-21 14:13:54 Financial risk Actuarial science Economy Mathematical finance Applied mathematics Finance Value at risk Shortest path problem Risk Expected shortfall Coherent risk measure
5	Risk capital allocation by coherent risk measures based on one-sided moments T. Fischer∗ Darmstadt University of Technology October 21, 2003 Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2014-02-26 07:15:37 Financial risk Mathematical finance Actuarial science Coherent risk measure Expected shortfall Risk measure Diversification Norm Value at risk Acceptance set
6	Risk and performance optimization for portfolios of bonds and stocks Tom Fischer Darmstadt University of Technology∗ Armin Roehrl Approximity GmbH† Add to Reading List Source URL: www.statistik-mathematik.uni-wuerzburg.de Language: English - Date: 2016-01-19 07:11:42 Mathematical finance Financial risk Actuarial science Expected shortfall Risk measure Portfolio optimization Coherent risk measure Mathematical optimization Value at risk
7	Routing Hazardous Materials on Time-Dependent Networks using Conditional Value-at-Risk Changhyun Kwon∗ Iakovos Toumazis Add to Reading List Source URL: www.chkwon.net Language: English - Date: 2016-08-04 11:55:32 Actuarial science Financial risk Mathematical finance Value at risk Shortest path problem Risk Expected shortfall Coherent risk measure Sobhi Mahmassani
8	Ruodu Wang, Ph.D. Curriculum Vitae Assistant Professor Department of Statistics and Actuarial Science University of Waterloo Mathematics 3, 200 University Avenue West Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-22 21:27:28 Actuarial science Insurance Statistics Economy Applied mathematics Risk Demography Copula Actuary Coherent risk measure Mathematical finance Probability
9	Asymptotic Equivalence of Risk Measures under Dependence Uncertainty Jun Cai∗, Haiyan Liu† and Ruodu Wang‡ March 23, 2016§ Abstract Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-22 21:17:22 Financial risk Mathematical finance Actuarial science Applied mathematics Economy Finance Coherent risk measure Expected shortfall Risk measure Distortion risk measure Risk Variance
10	Regulatory Arbitrage of Risk Measures Ruodu Wang∗ November 29, 2015 Abstract We introduce regulatory arbitrage of risk measures as one of the key considerations in choosing Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-04-24 04:00:21 Actuarial science Financial risk Mathematical finance Economy Finance Money Value at risk Risk measure Arbitrage Coherent risk measure Variance Expected shortfall