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Acceptance set

In financial mathematics, acceptance set is a set of acceptable future net worth which is acceptable to the regulator. It is related to risk measures… (More)
Wikipedia

Topic mentions per year

Topic mentions per year

1973-2016
01219732016

Related topics

Related topics

11 relations
Coherent risk measureConvex coneConvex setDynamic risk measure
(More)

Related mentions per year

Related mentions per year

1940-2018
19401960198020002020
Acceptance set
Convex set
Utility
Risk measure
Convex cone
Exponential utility

Papers overview

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2017
2017
Measuring risk with multiple eligible assets
The risk of financial positions is measured by the minimum amount of capital to raise and invest in eligible portfolios of traded… (More)
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2013
2013
Excess invariance and shortfall risk measures
This paper introduces an axiom of excess invariance for risk measures, meaning insensitivity to the amount by which a portfolio’s… (More)
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2010
2010
On Greatest Lower Bound of Modal Transition Systems
Modal Transition Systems (MTSs) are finite-state automata whose transitions are typed with may and must modalities. MTSs can be… (More)
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Review
2007
Review
2007
Self-Regulation, Ego Depletion, and Motivation
Motivation is underappreciated in self-regulation theories (as is true in social personality psychology at large). This paper… (More)
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2004
2004
Fundamental Theorems of Asset Pricing for Good Deal Bounds
We prove fundamental theorems of asset pricing for good deal bounds in incomplete markets. These theorems relate arbitrage… (More)
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2002
2002
Put Option Premiums and Coherent Risk Measures
This note defines the premium of a put option on the firm as a measure of insolvency risk. The put premium is not a coherent risk… (More)
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2002
2002
Speaker Identification Using Artificial Neural Networks
The problem of making a computer “understand” human speech has been around in the computing arena since the computing power… (More)
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Highly Cited
1993
Highly Cited
1993
Effective Bandwidth of General Markovian Traffic Sources and Admission Control of High Speed Networks
AbsfructThe emerging high-speed networks, notably the ATM-based Broadband ISDN, are expected to integrate through statistical… (More)
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1989
1989
A Static Pessimistic Scheme for Handling Replicated Databases
A replicated database system may partition into isolated groups in the presence of node and link failures. When the system has… (More)
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1988
1988
Timed Acceptances: A Model of Time Dependent Processes
Timed Acceptances is a process model for describing and reasoning about processes with explicit t iming constraints (real-time… (More)
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