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Risk measure
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#	Item
51	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
52	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
53	Risk Aggregation with Dependence Uncertainty Carole Bernard∗, Xiao Jiang† and Ruodu Wang‡ November 2013§ Abstract Risk aggregation with dependence uncertainty refers to the sum of individual risks with Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2016-03-25 06:23:06 Actuarial science Financial risk Independence Applied mathematics Mathematical analysis Economy Mathematical finance Convex analysis Copula Coherent risk measure Convex function Comonotonicity
54	Risk Measures Recent Debates Robustness and Aggregation Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-09-06 17:07:12 Financial risk Mathematical finance Actuarial science Economy Finance Money Risk measure Value at risk Risk Expected shortfall Distortion risk measure Robustness
55	A Sharper Ratio: A General Measure for Correctly Ranking Non-Normal Investment Risks Kent Smetters ∗ Xingtan Zhang † Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:02:14 Financial ratios Mathematical finance Financial risk Utility Decision theory Sharpe ratio Risk aversion Sortino ratio Expected utility hypothesis Hyperbolic absolute risk aversion Risk-neutral measure Beta
56	Working Paper Series _______________________________________________________________________________________________________________________ National Centre of Competence in Research Financial Valuation and Risk Manageme Add to Reading List Source URL: www.nccr-finrisk.uzh.ch Language: English - Date: 2016-02-22 11:43:56 Algebra Mathematics Mathematical analysis Financial risk Mathematical finance Linear algebra Convex geometry Functional analysis Acceptance set Risk measure Convex cone Support function
57	Investment Basics: Duration Your Global Investment Authority  Duration, the most commonly used measure of bond risk, quantifies the effect of changes Add to Reading List Source URL: theanswers.pimco.com.au Language: English
58	Preprint manuscript No. (will be inserted by the editor) Aggregation-Robustness and Model Uncertainty of Regulatory Risk Measures Paul Embrechts · Bin Wang · Ruodu Wang Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2014-09-24 23:39:51 Financial risk Actuarial science Mathematical finance Economy Applied mathematics Finance Expected shortfall Value at risk Coherent risk measure Comonotonicity Risk Diversification
59	Risk Aversion in Risk Measures and Risk Sharing Tiantian Mao∗ and Ruodu Wang† September 26, 2015 Abstract In this paper, we put a notion of risk aversion into the context of monetary risk measures, the standard Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-09-26 13:55:08 Financial risk Economy Mathematical finance Finance Money Actuarial science Coherent risk measure Spectral risk measure Risk Portfolio optimization Distortion risk measure Expected value
60	Vote YES on Measure AA For a Clean and Healthy San Francisco Bay FLOOD RISK AND SEA LEVEL RISE SAN FRANCISCO BAY AREA Add to Reading List Source URL: www.yesonaaforthebay.com - Date: 2016-04-27 19:03:20

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