Freddy Delbaen and Coherent - Free people check

(1 - 10 from 10

)

A Remark on the Structure of Expectiles

ideas.repec.org

Downloadable! Expectiles were defined using a minimisation principle. They form a special class of coherent risk measures. We will describe the scenario set...

Advances in Finance and Stochastics: Essays in Honour of ...

books.google.de

Coherent Risk Measures on General Probability Spaces Freddy Delbaen” Department of Mathematics, Eidgenössische Technische Hochschule, Zurich, ...

Risk Management and Value Creation in Financial Institutions -...

books.google.de

Artzner, Philippe, Freddy Delbaen, Jean-Marc Eber, and David Heath (1997) “Thinking Coherently,” Risk Magazine, Volume 10, Number 11, November 1997, pp ...

Investment Risk Management - Google Books

books.google.de

Artzner, Philippe, Freddy Delbaen, JeanMarc Eber, and David Heath “Coherent Measures of Risk.” Mathematical Finance 9:3, 203–228. Basel Committee ...

Coherent multiperiod risk adjusted values and Bellman's ...

www.math.yorku.ca

Philippe Artzner · Freddy Delbaen · Jean-Marc Eber ·. David Heath · Hyejin Ku. Published online: 14 November C Springer Science + Business Media, ...

Surplus Sharing with Coherent Utility Functions - MDPI

www.mdpi.com

by D Coculescu · · Cited by 2 — Freddy Delbaen. 2,3,*. 1. Institut für Banking und Finance, Universität ZürichZürich, Switzerland. › ...

Coherent risk measures | SpringerLink

link.springer.com

... Stochastic Processes · Statistics for Business/Economics/Mathematical Finance/Insurance. Authors. Freddy Delbaen (1). Author Affiliations. 1.

All web results to the name "Freddy Delbaen"

Coherent Measures of Risk David Heath Carnegie Mellon University...

slideplayer.com

Coherent Measures of Risk David Heath Carnegie Mellon University Joint work with Philippe Artzner, Freddy Delbaen, Jean-Marc Eber; research partially funded.

Coherent Measures of Risk | Semantic Scholar

www.semanticscholar.org

Philippe Artzner, Freddy Delbaen, +1 author David Heath; In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties "coherent."

Coherent multiperiod risk-adjusted values and Bellman's ...

hal.archives-ouvertes.fr

by P Artzner · · Cited by 521 — Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku. Coherent multiperiod risk-adjusted values and Bellman's principle. › hal

Related search requests for Freddy Delbaen

Philippe Artzner
Jean-Marc Eber
Walter Schachermayer

Karl-Theodor Eisele

People
Forename "Freddy" (6939)
Name "Delbaen" (3)

sorted by relevance / date

Advanced Search

Search name: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Freddy Delbaen and Coherent Free People Check