Distortion Risk Measures or the Transformation of Unimodal Distributions into Multimodal Functions
Year of publication: |
2014-02
|
---|---|
Authors: | Guegan, Dominique ; Hassani, Bertrand |
Institutions: | HAL |
Subject: | Risk | VaR | distorsion measures |
-
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery, (2015)
-
Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed, (2016)
-
Real-Time Analysis of Oil Price Risks Using Forecast Scenarios
Baumeister, Christiane, (2011)
- More ...
-
Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach
Guegan, Dominique, (2012)
-
Operational risk: A Basel II++ step before Basel III
Guegan, Dominique, (2011)
-
A mathematical resurgence of risk management: an extreme modeling of expert opinions
Guegan, Dominique, (2011)
- More ...