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)
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Topic mentions per year

Topic mentions per year

1973-2016
01219732016

Papers overview

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2017
2017
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
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
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
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
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
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
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
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 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 is a process model for describing and reasoning about processes with explicit t iming constraints (real-time… (More)
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