Risk measures and return performance: a critical approach.

DOI10.1016/S0377-2217(03)00085-7zbMath1102.91066MaRDI QIDQ1427540

Piera Mazzoleni

Publication date: 14 March 2004

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Coherent risk measuresDynamic methodLower partial momentsSubjective risk measures

Mathematics Subject Classification ID

Cites Work

• Subjective risk measures: Bayesian predictive scenarios analysis
• A synthesis of risk measures for capital adequacy
• On dynamic measure of risk
• Coherent Measures of Risk
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