Spectral risk measure

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11	SPECTRAL RISK MEASURES FOR CREDIT PORTFOLIOS CLAUDIO ALBANESE AND STEPHAN LAWI A BSTRACT. In this article, we experiment with several different risk measures such as standard deviation, value-at-risk, expected shortfall Add to Reading List Source URL: www.albanese.co.uk Language: English - Date: 2014-03-17 15:14:17 Financial economics Actuarial science Economics Coherent risk measure Diversification Risk measure Spectral risk measure Expected shortfall Risk Financial risk Mathematical finance Statistics
12	PDF Document Add to Reading List Source URL: laurent.jeanpaul.free.fr Language: English - Date: 2007-07-19 18:18:07 Actuarial science Statistics Economics Coherent risk measure Spectral risk measure Expected shortfall Risk measure Diversification Drawdown Mathematical finance Financial risk Financial economics