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Entropic risk measure
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1	How superadditive can a risk measure be? Ruodu Wang⇤, Valeria Bignozzi† and Andreas Tsanakas‡ March 13, 2015§ Abstract In this paper, we study the extent to which any risk measure can lead to superadditive risk Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-04-12 08:10:33 Financial risk Mathematical finance Actuarial science Coherent risk measure Expected shortfall Risk measure Distortion risk measure Value at risk Spectral risk measure Entropic risk measure Risk Diversification
2	On Risk Measures, Market Making, and Exponential Families JACOB D. ABERNETHY University of Michigan and RAFAEL M. FRONGILLO Add to Reading List Source URL: www.sigecom.org Language: English - Date: 2014-12-16 17:33:22 Mathematical sciences Economics Actuarial science Utility Financial economics Coherent risk measure Entropic risk measure Exponential family Exponential utility Statistics Mathematical finance Financial risk
3	Consistent updating When can a risk measure be updated consistently? Berend Roorda1 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 08:44:46 Financial economics Risk Coherent risk measure Risk measure Entropic risk measure Time consistency Expected value Law of total expectation Financial risk Mathematical finance Applied mathematics
4	PDF Document Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2008-09-29 15:21:32 Mathematical sciences Financial risk Actuarial science Martingale theory Risk-neutral measure Entropic risk measure Girsanov theorem Coherent risk measure Utility Statistics Mathematical finance Stochastic processes

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