Saved in:
| Main Author: | Righi, Marcelo Brutti |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2110.08630 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The effect of organizational studies on financial risk measures estimation
by: Marcelo Brutti Righi
Published: (2019)
by: Marcelo Brutti Righi
Published: (2019)
The limitations of comonotonic additive risk measures: a literature review
by: Santos, Samuel Solgon, et al.
Published: (2022)
by: Santos, Samuel Solgon, et al.
Published: (2022)
A note on robust convex risk measures
by: Righi, Marcelo, et al.
Published: (2024)
by: Righi, Marcelo, et al.
Published: (2024)
Set risk measures
by: Righi, Marcelo, et al.
Published: (2024)
by: Righi, Marcelo, et al.
Published: (2024)
Ranking Metrics: Extending Acceptability and Performance Indexes
by: Hitaj, Asmerilda, et al.
Published: (2026)
by: Hitaj, Asmerilda, et al.
Published: (2026)
A tail-shape actuarial index based on equal level relationships between Value at Risk and Expected Shortfall
by: Papayiannis, Georgios I., et al.
Published: (2025)
by: Papayiannis, Georgios I., et al.
Published: (2025)
Set-valued Star-Shaped Risk Measures
by: Nie, Bingchu, et al.
Published: (2024)
by: Nie, Bingchu, et al.
Published: (2024)
Strategic competition in informal risk sharing mechanism versus collective index insurance
by: Wang, Lichen, et al.
Published: (2025)
by: Wang, Lichen, et al.
Published: (2025)
Stochastic Dominance Constrained Optimization with S-shaped Utilities: Poor-Performance-Region Algorithm and Neural Network
by: Hu, Zeyun, et al.
Published: (2025)
by: Hu, Zeyun, et al.
Published: (2025)
MANAGING RISKS AND STAKEHOLDERS IN THE DESIGN OF A NEW FINANCIAL PRODUCT
by: Luciano Quinto Lanz
Published: (2016)
by: Luciano Quinto Lanz
Published: (2016)
Workplace sustainability or financial resilience? Composite-financial resilience index
by: Daadmehr, Elham
Published: (2024)
by: Daadmehr, Elham
Published: (2024)
Class of topological portfolios: Are they better than classical portfolios?
by: Goel, Anubha, et al.
Published: (2026)
by: Goel, Anubha, et al.
Published: (2026)
On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
by: Colaneri, Katia, et al.
Published: (2024)
by: Colaneri, Katia, et al.
Published: (2024)
A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)
by: Storti, Giuseppe, et al.
Published: (2022)
Noise-proofing Universal Portfolio Shrinkage
by: Ruelloux, Paul, et al.
Published: (2025)
by: Ruelloux, Paul, et al.
Published: (2025)
On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
by: Cable, Travis, et al.
Published: (2025)
by: Cable, Travis, et al.
Published: (2025)
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)
by: Azzone, Michele, et al.
Published: (2026)
Worst-case values of target semi-variances with applications to robust portfolio selection
by: Cai, Jun, et al.
Published: (2024)
by: Cai, Jun, et al.
Published: (2024)
Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
by: Lucius, Travon, et al.
Published: (2025)
by: Lucius, Travon, et al.
Published: (2025)
The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
by: Bloch, Daniel
Published: (2026)
by: Bloch, Daniel
Published: (2026)
Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
by: Kothari, Saumya, et al.
Published: (2024)
by: Kothari, Saumya, et al.
Published: (2024)
Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
by: Lelong, Jérôme, et al.
Published: (2024)
by: Lelong, Jérôme, et al.
Published: (2024)
Portfolio Analysis Based on Markowitz Stochastic Dominance Criteria: A Behavioral Perspective
by: Xu, Peng
Published: (2025)
by: Xu, Peng
Published: (2025)
Risk Limited Asset Allocation with a Budget Threshold Utility Function and Leptokurtotic Distributions of Returns
by: Giller, Graham L
Published: (2025)
by: Giller, Graham L
Published: (2025)
A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by: Di Nosse, Daniele Maria, et al.
Published: (2024)
by: Di Nosse, Daniele Maria, et al.
Published: (2024)
Dynamic Tracking Error and the Total Portfolio Approach
by: Alankar, Ashwin, et al.
Published: (2026)
by: Alankar, Ashwin, et al.
Published: (2026)
Strengthening Risk Management in Pharmacovigilance
by: Vani Pathuri
Published: (2019)
by: Vani Pathuri
Published: (2019)
Systemic risk measures with markets volatility
by: Sun, Fei, et al.
Published: (2018)
by: Sun, Fei, et al.
Published: (2018)
Tail-GAN: Learning to Simulate Tail Risk Scenarios
by: Cont, Rama, et al.
Published: (2022)
by: Cont, Rama, et al.
Published: (2022)
Norms Based on Generalized Expected-Shortfalls and Applications
by: Gong, Shuyu, et al.
Published: (2025)
by: Gong, Shuyu, et al.
Published: (2025)
Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
by: Barik, Deb Narayan, et al.
Published: (2025)
by: Barik, Deb Narayan, et al.
Published: (2025)
A high-frequency approach to Realized Risk Measures
by: Gatta, Federico, et al.
Published: (2025)
by: Gatta, Federico, et al.
Published: (2025)
On multivariate contribution measures of systemic risk with applications in cryptocurrency market
by: Wen, Limin, et al.
Published: (2024)
by: Wen, Limin, et al.
Published: (2024)
Perfectly Fitting CDO Prices Across Tranches: A Theoretical Framework with Efficient Algorithms
by: Bu, Lan, et al.
Published: (2026)
by: Bu, Lan, et al.
Published: (2026)
Optimal design of reinsurance contracts with a continuum of risk assessments
by: Cheung, Ka Chun, et al.
Published: (2025)
by: Cheung, Ka Chun, et al.
Published: (2025)
Quantum Network of Assets (QNA): A Density-Operator Framework for Market Dependence and Structural Risk Diagnostics
by: Gong, Hui, et al.
Published: (2025)
by: Gong, Hui, et al.
Published: (2025)
Analisis cuantitativo de riesgos utilizando "MCSimulRisk" como herramienta didactica
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint
by: Biswas, Suparna, et al.
Published: (2025)
by: Biswas, Suparna, et al.
Published: (2025)
Uncertainty and financial market resilience: Evidence from China
by: Wei, Si-Yao, et al.
Published: (2024)
by: Wei, Si-Yao, et al.
Published: (2024)
Similar Items
-
The effect of organizational studies on financial risk measures estimation
by: Marcelo Brutti Righi
Published: (2019) -
The limitations of comonotonic additive risk measures: a literature review
by: Santos, Samuel Solgon, et al.
Published: (2022) -
A note on robust convex risk measures
by: Righi, Marcelo, et al.
Published: (2024) -
Set risk measures
by: Righi, Marcelo, et al.
Published: (2024) -
Ranking Metrics: Extending Acceptability and Performance Indexes
by: Hitaj, Asmerilda, et al.
Published: (2026)