Mathematics and Financial Economics · 2011 · 118 citations · 11 references
BusinessFinanceRisk ManagementFinancial EconomicsFinancial MarketsQuantitative FinanceFinancial RiskMarket RiskRisk MeasurementRisk ModelingRisk TheoryRisk-return AnalysisConditional Value-at-riskMarket Risk ModelingRisk Measure TheoryRisk Set ConstructionRisk-sensitive Value Functions
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