Saved in:
| Main Authors: | Hooda, Soumil, Sharma, Shubham, Bansal, Kunal |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2409.04541 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Derivatives of Risk Measures
by: Gankhuu, Battulga
Published: (2024)
by: Gankhuu, Battulga
Published: (2024)
Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
by: Ghossoub, Mario, et al.
Published: (2024)
by: Ghossoub, Mario, et al.
Published: (2024)
Monopoly Pricing of Weather Index Insurance
by: Boonen, Tim J., et al.
Published: (2025)
by: Boonen, Tim J., et al.
Published: (2025)
Risk-Averse Markov Decision Processes through a Distributional Lens
by: Cheng, Ziteng, et al.
Published: (2022)
by: Cheng, Ziteng, et al.
Published: (2022)
A State-Dependent Dual Risk Model
by: Zhu, Lingjiong
Published: (2015)
by: Zhu, Lingjiong
Published: (2015)
Systemic Risk and Default Cascades in Global Equity Markets: Extending the Gai-Kapadia Framework with Stochastic Simulations and Network Analysis
by: Pereda, Ana I. C.
Published: (2025)
by: Pereda, Ana I. C.
Published: (2025)
Taming Tail Risk in Financial Markets: Conformal Risk Control for Nonstationary Portfolio VaR
by: Schmitt, Marc
Published: (2026)
by: Schmitt, Marc
Published: (2026)
Static Hedging of Freight Rate Risk in the Shipping Market under Model Uncertainty
by: Papayiannis, Georgios I.
Published: (2022)
by: Papayiannis, Georgios I.
Published: (2022)
Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)
by: Azzone, Michele, et al.
Published: (2026)
On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
by: Pu, Tong, et al.
Published: (2024)
by: Pu, Tong, et al.
Published: (2024)
Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
by: Gao, Hang, et al.
Published: (2024)
by: Gao, Hang, et al.
Published: (2024)
Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
by: Bhandari, Avishek
Published: (2025)
by: Bhandari, Avishek
Published: (2025)
Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
by: Lepinette, Emmanuel, et al.
Published: (2024)
by: Lepinette, Emmanuel, et al.
Published: (2024)
Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
by: Guo, Jiayi, et al.
Published: (2025)
by: Guo, Jiayi, et al.
Published: (2025)
The Epistemic Risk of Risk: A Modal Framework for Quantitative Risk Management
by: Assa, Hirbod
Published: (2026)
by: Assa, Hirbod
Published: (2026)
Neural Lévy SDE for State--Dependent Risk and Density Forecasting
by: Wang, Ziyao, et al.
Published: (2025)
by: Wang, Ziyao, 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)
The Merton's Default Risk Model for Public Company
by: Gankhuu, Battulga
Published: (2024)
by: Gankhuu, Battulga
Published: (2024)
Model Aggregation for Risk Evaluation and Robust Optimization
by: Mao, Tiantian, et al.
Published: (2022)
by: Mao, Tiantian, et al.
Published: (2022)
Model Combination in Risk Sharing under Ambiguity
by: Kroell, Emma, et al.
Published: (2025)
by: Kroell, Emma, et al.
Published: (2025)
Project Risk Management from the bottom-up: Activity Risk Index
by: Acebes, Fernando, et al.
Published: (2024)
by: Acebes, Fernando, et al.
Published: (2024)
Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
by: Mao, Tiantian, et al.
Published: (2024)
by: Mao, Tiantian, et al.
Published: (2024)
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
by: Liu, Yang, et al.
Published: (2026)
by: Liu, Yang, et al.
Published: (2026)
A Natural Hedging Framework for Longevity Risk with Graphical Risk Assessment
by: Gabric, Lydia J., et al.
Published: (2025)
by: Gabric, Lydia J., et al.
Published: (2025)
A Risk Mitigation Model of Monetary Ecosystem with Stablecoins
by: Wen, Hongzhe, et al.
Published: (2025)
by: Wen, Hongzhe, et al.
Published: (2025)
Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
by: Ghossoub, Mario, et al.
Published: (2024)
by: Ghossoub, Mario, et al.
Published: (2024)
Strengthening Risk Management in Pharmacovigilance
by: Vani Pathuri
Published: (2019)
by: Vani Pathuri
Published: (2019)
The Estimation Risk in Extreme Systemic Risk Forecasts
by: Hoga, Yannick
Published: (2023)
by: Hoga, Yannick
Published: (2023)
An Integrated Model for Financial Risk Assessment of Grid-ignited Wildfires
by: Nematshahi, Saeed, et al.
Published: (2025)
by: Nematshahi, Saeed, et al.
Published: (2025)
Multivariate Residual Estimation Risk
by: Manuge, D. J.
Published: (2026)
by: Manuge, D. J.
Published: (2026)
Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
by: Geng, Bingzhen, et al.
Published: (2024)
by: Geng, Bingzhen, et al.
Published: (2024)
A Derivative Pricing Perspective on Liquidity Tokens in Constant Product Market Makers
by: Bichuch, Maxim, et al.
Published: (2024)
by: Bichuch, Maxim, et al.
Published: (2024)
Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
by: Rigana, Katerina, et al.
Published: (2024)
by: Rigana, Katerina, et al.
Published: (2024)
Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market
by: Xu, Penggan
Published: (2025)
by: Xu, Penggan
Published: (2025)
Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges
by: Sepper, Otar
Published: (2026)
by: Sepper, Otar
Published: (2026)
Lessons From Model Risk Management in Financial Institutions for Academic Research
by: Alaghmandan, Mahmood, et al.
Published: (2024)
by: Alaghmandan, Mahmood, et al.
Published: (2024)
Risk Budgeting Allocation for Dynamic Risk Measures
by: Pesenti, Silvana M., et al.
Published: (2023)
by: Pesenti, Silvana M., et al.
Published: (2023)
Partial Law Invariance and Risk Measures
by: Shen, Yi, et al.
Published: (2024)
by: Shen, Yi, et al.
Published: (2024)
Physical Climate Risk in Asset Management
by: Azzone, Michele, et al.
Published: (2025)
by: Azzone, Michele, et al.
Published: (2025)
Capital-Allocation-Induced Risk Sharing
by: Chong, Wing Fung, et al.
Published: (2026)
by: Chong, Wing Fung, et al.
Published: (2026)
Similar Items
-
Derivatives of Risk Measures
by: Gankhuu, Battulga
Published: (2024) -
Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
by: Ghossoub, Mario, et al.
Published: (2024) -
Monopoly Pricing of Weather Index Insurance
by: Boonen, Tim J., et al.
Published: (2025) -
Risk-Averse Markov Decision Processes through a Distributional Lens
by: Cheng, Ziteng, et al.
Published: (2022) -
A State-Dependent Dual Risk Model
by: Zhu, Lingjiong
Published: (2015)