Mathematics and Financial Economics · 2013 · 57 citations · 17 references
BusinessFinanceMathematicsProbability TheoryQuantitative FinanceRisk AnalysisDecision Making Under RiskDecision Under RiskRisk MeasurementRisk TheoryRisk-sensitive Decision MakingValue At RiskAveraging PrincipleConditional Value-at-riskValue-at-risk Estimation
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Optimization of conditional value-at-risk
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On the coherence of expected shortfall
Carlo Acerbi, Dirk Tasche · Journal of Banking & Finance · 2002 · 1.6K citations
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Hedging and liquidation under transaction costs in currency markets
Yuri Kabanov · Finance and Stochastics · 1999 · 263 citations