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…

Papers overview

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2018

Article history: Received September 16, 2016 Received in revised format: October 22, 2016 Accepted May 1, 2017 Available online…

2017

Web service interfaces are considered as one of the critical components of a Service-Oriented

2016

A very important area of financial risk management is systemic risk modelling,which concerns the estimation of the…

2015

We study the problem of optimal gas storage valuation under a high-dimensional multifactor price model. The problem is modeled as…

2010

This paper is focused on a project valuation with embedded portfolio of real options including their interactions. Valuation is…

2009

We present an algorithmic framework for solving the strategic problem of assigning retailers to facilities in a multi-period…

2008

The main objective of risk management is to reduce factors that will give negative influence to project. However, it is difficult…

2007

SUMMARY A total of 10 841 food products of animal origin such as smoked meat products, canned meat products, poultry products…

2006

First of all, I would like to say that I am extremely delighted to welcome you to this conference and to Frankfurt--a city that…

2005

A adocao de padroes de governanca corporativa superiores aumenta o retorno, reduz a volatilidade dos retornos, aumenta o volume…