1

Liquidity risk theory and coherent measures of risk

Year:
2008
Language:
english
File:
PDF, 216 KB
english, 2008
2

Expected Shortfall: A Natural Coherent Alternative to Value at Risk

Year:
2002
Language:
english
File:
PDF, 91 KB
english, 2002
3

Spectral measures of risk: A coherent representation of subjective risk aversion

Year:
2002
Language:
english
File:
PDF, 139 KB
english, 2002
4

On the coherence of expected shortfall

Year:
2002
Language:
english
File:
PDF, 162 KB
english, 2002
5

Coherent measures of risk in everyday market practice†

Year:
2007
Language:
english
File:
PDF, 207 KB
english, 2007
7

General Properties of Backtestable Statistics

Year:
2017
Language:
english
File:
PDF, 2.88 MB
english, 2017