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Tail value at risk
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#	Item
1	TENET: Tail-Event driven NETwork risk∗ Wolfgang Karl H¨ardle† Weining Wang‡ Lining Yu§ Add to Reading List Source URL: www.cb.cityu.edu.hk Language: English - Date: 2016-07-08 02:32:35 Economy Actuarial science Financial risk Money Finance Systemic risk Value at risk Expected shortfall Risk Interaction Liquidity risk Systemically important financial institution
2	On the measurement of economic tail risk_final.dvi Add to Reading List Source URL: www.rmi.nus.edu.sg Language: English - Date: 2016-06-26 23:04:56 Financial risk Mathematical finance Actuarial science Expected shortfall Value at risk Risk measure Expected value Variance Spectral risk measure Comonotonicity It diffusion Beta distribution
3	Microsoft PowerPoint - HKUStudents [Recovered].ppt Add to Reading List Source URL: lx2.saas.hku.hk Language: English - Date: 2005-03-31 13:41:00 Management Actuary Risk measure Basel II Risk management IT risk Tail value at risk Actuarial science Risk Security
4	Specifying and managing tail risk in portfolios a practical approach Pranay Gupta Sven Skallsjo Current Version: 28 May, 2013 Add to Reading List Source URL: bschool.nus.edu Language: English - Date: 2013-05-28 04:50:31 Finance Economics Mathematical finance Actuarial science Modern portfolio theory Investment management Asset allocation Risk Value at risk Financial economics Investment Financial risk
5	Confidence Interval for Expected Shortfall Using Bootstrap Methods Add to Reading List Source URL: www.bsp.gov.ph Language: English - Date: 2012-06-19 05:49:20 Statistics Mathematical sciences Applied mathematics Expected shortfall Value at risk Tail value at risk Risk measure Bootstrapping Risk Financial risk Mathematical finance Actuarial science
6	Internal vs. External Risk Measures: How Capital Requirements Differ in Practice Martin Eling and Luisa Tibiletti* August 20, 2008 Abstract: We compare capital requirements derived by tail conditional expectation (TCE) w Add to Reading List Source URL: web.econ.unito.it Language: English - Date: 2008-10-16 05:57:44 Mathematical finance Finance Economics Investment Financial services Tail value at risk Hedge fund Value at risk Coherent risk measure Financial economics Actuarial science Financial risk
7	Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:46:05 Actuarial science Financial economics Applied mathematics Stochastic processes Probability theory Expected shortfall Tail value at risk Risk measure Black–Scholes Mathematical finance Financial risk Statistics
8	TAIL RISK BUDGETING R. Douglas Martin* CompFin Director [removed] CFA Society of Seattle Presentation , May 20, 2011 * Part of this presentation is due to joint work with Minfeng Zhu (Aegon USA), and part Add to Reading List Source URL: www.cfasociety.org Language: English - Date: 2011-05-25 14:40:26 Finance Economics Actuarial science Expected shortfall Modern portfolio theory Volatility Investment Risk Value at risk Mathematical finance Financial risk Financial economics
9	Optimal Dynamic Trading Strategies with Risk Limits Domenico CUOCO The Wharton School, University of Pennsylvania Hua HE Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2005-12-06 10:39:13 Financial economics Applied mathematics Risk Value at risk RiskMetrics Coherent risk measure Risk measure Variance Tail value at risk Financial risk Actuarial science Mathematical finance
10	Time Consistency Conditions for Acceptability Measures, with an Application to Tail Value at Risk Berend Roorda∗ Hans Schumacher† Add to Reading List Source URL: doc.utwente.nl Language: English - Date: 2011-08-28 10:49:32 Constructible universe Conditional expectation Mathematics Forcing Linear temporal logic Probability theory Mathematical logic Ordinal number

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