Risk measures and attitudes /
Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient. Risk Measures and Attitudes collects contributions which illustrate how modern approaches to both...
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| Other Authors: | , |
| Format: | eBook |
| Language: | English |
| Published: |
London
Springer London Imprint: Springer,
2013.
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| Series: | EAA Series,
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| Subjects: | |
| Online Access: | Click here to view the full text content |
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Table of Contents:
- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences
- Multivariate Concave and Convex Stochastic Dominance
- Reliable Quantification and Efficient Estimation of Credit Risk
- Diffusion-based models for financial markets without martingale measures.