341 search results - page 3 / 69 » Maturity-independent risk measures |
CCE
2004
13 years 5 months ago
2004
This paper presents some new concepts and procedures for financial risk management. To complement the use of value at risk a new concept, upside potential or opportunity value as ...
ADVCS
2010
13 years 5 months ago
2010
It is shown that the axioms for coherent risk measures imply that whenever there is a pair of portfolios such that one of them dominates the other one in a given sample (which hap...
WSC
2004
13 years 7 months ago
2004
In financial risk management, a coherent risk measure equals the maximum expected loss under several different probability measures, which are analogous to systems in ranking and ...
IJAR
2010
13 years 4 months ago
2010
We explore generalizations of the pari-mutuel model (PMM), a formalization of an intuitive way of assessing an upper probability from a precise one. We discuss a naive extension o...
JSS
2007
13 years 5 months ago
2007
As more US companies outsource their software projects overseas, they find that it is more challenging to control software development risk in countries with dissimilar IT capabi...