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Spectral risk measure
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1	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
2	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
3	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
4	Elicitable distortion risk measures: a concise proof Ruodu Wang∗ and Johanna F. Ziegel† February 4, 2015 Abstract Elicitability has recently been discussed as a desirable property for risk Add to Reading List Source URL: sas.uwaterloo.ca Language: English - Date: 2015-02-04 11:36:05 Mathematical analysis Mathematics Spectral theory Actuarial science Coherent risk measure Financial risk Mathematical finance RadonNikodym theorem Distribution Spectral theory of ordinary differential equations Decomposition of spectrum
5	Distortion Risk Measures in Action Hideatsu Tsukahara () Department of Economics, Seijo University Abstract The notion of risk measure is indispensable for financial risk management. Although Add to Reading List Source URL: ies.keio.ac.jp Language: English - Date: 2015-05-20 10:29:52 Financial economics Statistics Applied mathematics Coherent risk measure Expected shortfall Value at risk Risk Estimator Spectral risk measure Financial risk Actuarial science Mathematical finance
6	Spectral Capital Allocation and Applications Ludger Overbeck University of Giessen , Germany BFS 2010 , Toronto Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:45:45 Spectral risk measure Coherent risk measure Expected shortfall Constructible universe Risk measure Science Knowledge Spectral theory of ordinary differential equations Comonotonicity Financial risk Mathematical finance Mathematics
7	Introduction Modelling in finance Risk measures Add to Reading List Source URL: wwwhome.math.utwente.nl Language: English - Date: 2009-04-20 09:50:59 Risk Financial economics Ethics Coherent risk measure Superhedging price Spectral theory of ordinary differential equations Mathematical finance Financial risk Actuarial science
8	rcapheterogenekansmaten.dvi Add to Reading List Source URL: www.aria.org Language: English - Date: 2014-11-13 04:27:03 Financial economics Mathematical analysis Economics Pareto efficiency Coherent risk measure Risk Spectral risk measure Capital asset pricing model Utility Mathematical finance Financial risk Actuarial science
9	Supplement to "Status, Intertemporal Choice, and Risk-Taking" Add to Reading List Source URL: www.econ.nyu.edu Language: English - Date: 2012-07-24 07:29:37 Continuous function Derivative Spectral theory of ordinary differential equations Normal distribution Mathematical analysis Measure theory Support
10	Consistent Modeling of Risk Averse Behavior with Spectral Risk Measures Hans Peter Wächter und Thomas Mazzoni Diskussionsbeitrag Nr. 455 August 2010 Add to Reading List Source URL: www.fernuni-hagen.de Language: English - Date: 2011-12-05 03:57:21 Actuarial science Statistics Economics Decision theory Financial economics Spectral risk measure Risk aversion Exponential utility Coherent risk measure Financial risk Mathematical finance Utility

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