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Field name	Details
Dewey Class	368.01
Title	Risk Measures and Attitudes ([Ebook]) / edited by Francesca Biagini, Andreas Richter, Harris Schlesinger.
Author	Biagini, Francesca
Added Personal Name	Richter, Andreas
Added Personal Name	Schlesinger, Harris
Other name(s)	SpringerLink (Online service)
Publication	London : Springer
Publication	, 2013.
Physical Details	IX, 91 pages, 4 illus. in color. : online resource.
Series	EAA Series 1869-6929
ISBN	9781447149262
Summary Note	Risk has been described in the past by a simple measure, such as the variance, and risk attitude is often considered simply a degree of risk aversion. However, this viewpoint is usually not sufficient.Â Risk Measures and AttitudesÂ collects contributions whichÂ illustrate how modern approaches to both risk measures and risk attitudes are inevitably intertwined. The settings under which this is discussed includeÂ portfolio choice, mitigating credit risk and comparing risky alternatives. This book will be a useful study aid for practitioners, students and researchers of actuarial science and risk management.:
Contents note	Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences -- Multivariate Concave and Convex Stochastic Dominance -- Reliable Quantification and Efficient Estimation of Credit Risk -- Diffusion-based models for financial markets without martingale measures.
System details note	Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site	http://dx.doi.org/10.1007/978-1-4471-4926-2
Links to Related Works	Subject References: Actuarial Sciences . Applications of Mathematics . Distribution (Probability theory) . Finance . Mathematics . Probability theory and stochastic processes . Quantitative Finance . Authors: Biagini, Francesca . editor . Richter, Andreas . Schlesinger, Harris . Corporate Authors: SpringerLink (Online service) . Series: EAA Series . Classification: 368.01 . 368.01 (DDC 23) .

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Risk Measures and Attitudes

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