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Risk measure
Known as:
Risk measures
In financial mathematics, a risk measure is used to determine the amount of an asset or set of assets (traditionally currency) to be kept in reserve…
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Related topics
Related topics
19 relations
Acceptance set
Coherent risk measure
Deviation risk measure
Discounted maximum loss
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Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
Modeling risk and uncertainty in designing reverse logistics problem
A. Gooran
,
H. Rafiei
,
M. Rabani
2018
Corpus ID: 157156709
Article history: Received September 16, 2016 Received in revised format: October 22, 2016 Accepted May 1, 2017 Available online…
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2011
2011
RESEARCH OF BETA AS ADEQUATE RISK MEASURE-IS BETA STILL ALIVE?
A. Perković
2011
Corpus ID: 28099011
The capital asset pricing model (CAPM) is one of the most important models in financial economics and it has a long history of…
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Highly Cited
2010
Highly Cited
2010
Weekly Self-Scheduling, Forward Contracting, and Offering Strategy for a Producer
L. Garcés
,
A. Conejo
IEEE Transactions on Power Systems
2010
Corpus ID: 33598364
Within a weekly market horizon, this paper considers a power producer that sells its energy both in the pool and through weekly…
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2010
2010
A Stochastic Fluid Flow Model of the Operation and Maintenance of Power Generation Systems
N. Bean
,
M. O’Reilly
,
J. Sargison
IEEE Transactions on Power Systems
2010
Corpus ID: 6884352
A tool to inform strategic decision making on electricity market bidding prices, based on prediction of long-term system…
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2009
2009
Press Coverage and Stock Prices' Deviation from Fundamental Value
Chia-wei Chen
,
Christos Pantzalis
,
J. Park
2009
Corpus ID: 73537397
Previous literature has provided mixed views on the role of press coverage on market efficiency. On the positive side, it can…
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2003
2003
Integrated chance constraints in an ALM model for pension funds
M. V. D. Vlerk
2003
Corpus ID: 55485778
We discuss integrated chance constraints in their role of short-term risk constraints in a strategic ALM model for Dutch pension…
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2003
2003
An intelligent system for risk classification of stock investment projects
A. Serguieva
,
T. Kalganova
,
Tariq Khan
2003
Corpus ID: 56329245
The proposed paper demonstrates that a hybrid fuzzy neural network can serve as a risk classifier of stock investment projects…
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2000
2000
“The first shall be last”. Size and value strategy premia at the London Stock Exchange
M. Bagella
,
L. Becchetti
,
A. Carpentieri
2000
Corpus ID: 42475066
1999
1999
PROPERTY-LIABILITY INSURANCE INDUSTRY
Laureen Regan
,
Larry Y. Tzeng
1999
Corpus ID: 16746056
The authors explore the relation between ownership form and distribution system and test the determinants of each element of…
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1998
1998
Factors Affecting Foreign Investor Choice in Types of U.S. Real Estate
D. Ford
,
Hung-Gay Fung
,
Daniel A. Gerlowski
1998
Corpus ID: 17354098
Using transaction level data, we present the first analysis of the way that foreign investors choose among different types of…
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