Deviation risk measure

In financial mathematics, a deviation risk measure is a function to quantify financial risk (and not necessarily downside risk) in a different method… (More)
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Topic mentions per year

2002-2017
0120022017

Papers overview

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2017
2017
Recently the distributed estimation problem with communication constraints has been widely studied for sensor network application… (More)
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2013
2013
The main objective of the present study is to examine the depression and life satisfaction among married and unmarried women. A… (More)
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2011
2011
Renewable and low carbon electricity resources have become increasingly popular all over the world. Traditional Economic Dispatch… (More)
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2006
2006
This article critiques models of market risk (ARMA, GARCH, ARCH, EVT, VAR, Stochastic-Volatility, etc.). The existing metrics for… (More)
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2002
2002
  • J. Bradley
  • IEEE Trans. Systems, Man, and Cybernetics, Part A
  • 2002
A basic risk hypothesis, expressed as a risk equation, for system throughput capacity (I), and governing all non-growth, non… (More)
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