The Problem Decoupling Examples Portfolio insurance under risk-measure constraint

First Page		Document Content
Date: 2010-06-19 15:36:53 Coherent risk measure Decoupling Risk measure Mathematical optimization Financial economics Mathematical sciences Risk Financial risk Mathematical finance Actuarial science		The Problem Decoupling Examples Portfolio insurance under risk-measure constraint Add to Reading List Source URL: www.fields.utoronto.ca Download Document from Source Website File Size: 608,35 KB Share Document on Facebook

	Relating risk factors to health - Assignment solutions 1. Definitions: a. Cumulative incidence ratio (CIR) - a measure of association equal to the ratio of two cumulative incidences, or the proportion of one group who ex DocID: 1vdjS - View Document
	The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty J. Huston McCulloch* June 27, 2003 The fact that expected payo¤s on assets and call options are in…nite under DocID: 1usD5 - View Document
	An Experimental Study of Bond Market Pricing∗ Matthias Weber† John Duffy‡ Arthur Schram§ DocID: 1roHP - View Document
	Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes Patrick Cheridito∗ Freddy Delbaen† DocID: 1rcJA - View Document
	External Risk Measures and Basel Accords Steven Kou Department of IEOR, 312 Mudd Building, Columbia University, New York, New York 10027, Xianhua Peng DocID: 1r9Ha - View Document