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Expected shortfall
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31	Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distributed Risk Factors Jules SADEFO KAMDEM ∗† Laboratoire de Math´ematiques CNRS UMR 6056 Universit´e De Reims Add to Reading List Source URL: www.comp-econ.org Language: English - Date: 2005-02-07 17:59:50
32	Disparity, Shortfall, and Twice-Endogenous HARA Utility∗ M. Ryan Haley†, M. Kevin McGee‡and Todd B. Walker§ December 4, 2010 Abstract We derive a mapping between the shortfall-minimizing portfolio selection based Add to Reading List Source URL: pages.iu.edu Language: English - Date: 2010-12-04 17:30:26 Kullback–Leibler divergence Moment-generating function Risk aversion Expected utility hypothesis Hyperbolic absolute risk aversion Weight Utility Statistics Abstract algebra
33	How to Estimate Expected Shortfall When Probabilities Are Known with Interval or Fuzzy Uncertainty Christian Servin Hung T. Nguyen Add to Reading List Source URL: www.cs.utep.edu Language: English - Date: 2015-04-08 00:09:20
34	Distortion Risk Measures in Action Hideatsu Tsukahara () Department of Economics, Seijo University Abstract The notion of risk measure is indispensable for financial risk management. Although Add to Reading List Source URL: ies.keio.ac.jp Language: English - Date: 2015-05-20 10:29:52 Financial economics Statistics Applied mathematics Coherent risk measure Expected shortfall Value at risk Risk Estimator Spectral risk measure Financial risk Actuarial science Mathematical finance
35	COLLABORATIVE RESEARCH CENTER 649 "Economic Risk" NEWSLETTER No. 05 Add to Reading List Source URL: sfb649.wiwi.hu-berlin.de Language: English - Date: 2015-05-18 07:55:08 Financial risk Actuarial science Expected shortfall Economics PROGRES Risk Ethics Mathematical finance
36	Performance Analysis in R R/Finance Workshop Peter Carl Brian Peterson Authors of PerformanceAnalytics Add to Reading List Source URL: www.rinfinance.com Language: English - Date: 2009-04-29 16:19:19 Finance Economics Actuarial science Investment Financial ratios Risk Sharpe ratio Value at risk Expected shortfall Financial economics Financial risk Mathematical finance
37	CVaR and credit risk measurement Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 21:50:21 Mathematical finance Economics Finance RiskMetrics Modern portfolio theory Credit risk Expected shortfall Risk Merton Model Financial risk Actuarial science Financial economics
38	Modeling and evaluating water allocation risks using Value-at-Risk Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-16 22:50:34 Ethics Financial risk Mathematical finance Decision theory Risk management Expected shortfall Cudgegong River Loss function Actuarial science Risk Management
39	Pfaff_Financial_ppc_V2.pdf Add to Reading List Source URL: www.pfaffikus.de Language: English - Date: 2013-07-10 18:27:04 Finance Investment Mathematical finance Actuarial science Modern portfolio theory Portfolio optimization Invesco Expected shortfall Risk Financial economics Financial risk Economics
40	Value at Risk Estimation using Extreme Value Theory Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 23:48:05 Mathematical finance Econometrics Autoregressive conditional heteroskedasticity Time series analysis Extreme value theory Generalized extreme value distribution RiskMetrics Financial risk modeling Expected shortfall Statistics Actuarial science Financial risk

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