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Journal description
All volumes of the corresponding journal
All issues of the corresponding volume
All articles of the corresponding issues
18 results found
| no | title | author | magazine | year | volume | issue | page(s) | type |
| 1 | Conditional value-at-risk for general loss distributions |
Rockafellar, R.Tyrrell |
2002 |
26 | 7 |
p. 1443-1471 29 p. |
article |
|
| 2 | CVaR models with selective hedging for international asset allocation |
Topaloglou, Nikolas |
2002 |
26 | 7 |
p. 1535-1561 27 p. |
article |
|
| 3 | Expected shortfall and beyond |
Tasche, Dirk |
2002 |
26 | 7 |
p. 1519-1533 15 p. |
article |
|
| 4 | Iddo Sarnat Award |
2002 |
26 | 7 |
p. iii- 1 p. |
article |
||
| 5 | Incentives for effective risk management |
Danı́elsson, Jón |
2002 |
26 | 7 |
p. 1407-1425 19 p. |
article |
|
| 6 | Measures of risk |
Szegö, Giorgio |
2002 |
26 | 7 |
p. 1253-1272 20 p. |
article |
|
| 7 | No more VaR (this is not a typo) |
Szegö, Giorgio P |
2002 |
26 | 7 |
p. 1247-1251 5 p. |
article |
|
| 8 | On the coherence of expected shortfall |
Acerbi, Carlo |
2002 |
26 | 7 |
p. 1487-1503 17 p. |
article |
|
| 9 | Pure jump Lévy processes for asset price modelling |
Geman, Hélyette |
2002 |
26 | 7 |
p. 1297-1316 20 p. |
article |
|
| 10 | Putting order in risk measures |
Frittelli, Marco |
2002 |
26 | 7 |
p. 1473-1486 14 p. |
article |
|
| 11 | Saddlepoint approximation of CreditRisk+ |
Gordy, Michael B. |
2002 |
26 | 7 |
p. 1335-1353 19 p. |
article |
|
| 12 | Special Issue pages: Contents |
2002 |
26 | 7 |
p. v- 1 p. |
article |
||
| 13 | Spectral measures of risk: A coherent representation of subjective risk aversion |
Acerbi, Carlo |
2002 |
26 | 7 |
p. 1505-1518 14 p. |
article |
|
| 14 | Subordinated debt, market discipline, and banks' risk taking |
Blum, Jürg M. |
2002 |
26 | 7 |
p. 1427-1441 15 p. |
article |
|
| 15 | Tail estimation and mean–VaR portfolio selection in markets subject to financial instability |
Consigli, Giorgio |
2002 |
26 | 7 |
p. 1355-1382 28 p. |
article |
|
| 16 | The emperor has no clothes: Limits to risk modelling |
Danı́elsson, Jón |
2002 |
26 | 7 |
p. 1273-1296 24 p. |
article |
|
| 17 | The estimation of transition matrices for sovereign credit ratings |
Hu, Yen-Ting |
2002 |
26 | 7 |
p. 1383-1406 24 p. |
article |
|
| 18 | VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights |
Frey, Rüdiger |
2002 |
26 | 7 |
p. 1317-1334 18 p. |
article |
18 results found