Risk measure

Results: 622



#Item
241Applied mathematics / Mathematics / Financial economics / Conditional expectation / Probability space / Constructible universe / Expected shortfall / Dynamic risk measure / Expected value / Financial risk / Mathematical finance / Probability theory

Theory and Applications of Categories, Vol. 29, No. 14, 2014, pp. 389–405. TOWARD CATEGORICAL RISK MEASURE THEORY TAKANORI ADACHI Abstract. We introduce a category that represents varying risk as well as ambiguity. We

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Source URL: www.emis.de

Language: English - Date: 2014-08-05 12:54:00
242Coherent 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

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 15:36:53
243Social discount rate / Utility / Derek Parfit / Intergenerational equity / Risk-neutral measure / Discounting / Microeconomics / Finance / Stern Review / Economics / Decision theory / Time preference

Should we discount future generations’ welfare? A survey on the “pure” discount rate debate. Gregory Ponthiere* ** Abstract In A Mathematical Theory of Saving (1928), Frank Ramsey not only laid the foundations of t

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Source URL: www2.ulg.ac.be

Language: English - Date: 2007-12-11 07:37:07
244Stochastic processes / Mathematical finance / Martingale / No free lunch with vanishing risk / Semimartingale / Local martingale / Risk-neutral measure / Doléans-Dade exponential / Continuous function / Statistics / Martingale theory / Probability theory

Weak and strong no-arbitrage conditions for continuous financial markets arXiv:1302.7192v2 [q-fin.PR] 14 May[removed]Claudio Fontana

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Source URL: arxiv.org

Language: English - Date: 2014-05-14 20:27:03
245Financial risk / Financial markets / Financial services / Portfolio / Active risk / Investment Property Databank / Financial economics / Investment / Finance

FACTSHEET PORTFOLIO ANALYTICS IPD RiskWeb Measure the risk in your portfolio

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Source URL: www.ipd.com

Language: English - Date: 2013-09-13 11:47:01
246Financial economics / Mathematical finance / Semper Gestion / Risk-neutral measure

Asia Monthly www.semper.ch May 2014

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Source URL: www.semper.ch

Language: English - Date: 2014-06-05 10:52:21
247Mathematical finance / Actuarial science / Investment / Financial markets / Financial risk / Risk premium / Money market fund / Interest rate / Risk-neutral measure / Financial economics / Economics / Finance

Competition, Reach for Yield, and Money Market Funds JOB MARKET PAPER Gabriele La Spada∗ Princeton University (Latest version: http://scholar.princeton.edu/glaspada/publications) November 23, 2014

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Source URL: scholar.princeton.edu

Language: English - Date: 2014-11-25 20:08:02
248Humanitarian aid / Public safety / Business / Financial institutions / Institutional investors / Adaptation to global warming / Insurance / Risk management / Risk / Security / Actuarial science / Management

Perspectives on risk management as climate change adaptation measure in Italian agriculture Antonella Pontrandolfi and Giuliana Nizza Istituto Nazionale di Economia Agraria (National Institute of Agricultural Economics),

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Source URL: www.fao.org

Language: English - Date: 2012-11-20 06:29:03
249Active labour market policies / Labour economics / Employment / Labor force / Risk-neutral measure / Flexicurity / Great Depression in the United Kingdom / Labor economics / Economics / Unemployment

ShadowReport2014_Sweden:Mise en page 1

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Source URL: www.caritas.eu

Language: English - Date: 2015-01-22 09:04:15
250Financial economics / Credit rating agency / Probability measure / Systemic risk / Complexity / Blum axioms / Financial risk / Economics / Risk

From: To: Subject: Date: Eken, Ziya

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Source URL: www.bis.org

Language: English - Date: 2010-04-19 07:27:00
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