1. Executive compensation among Australian mining and non-mining firms: Risk taking, long and short-term incentives. (2017). Yarram, Subba Reddy ; Rice, John.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:64:y:2017:i:c:p:211-220.

   Full description at Econpapers || Download paper

2. Career concerns and Bayesian overconfidence of managers. (2016). çitçi, sadettin ; Inci, Eren ; Citci, Sadettin Haluk.
   In: International Journal of Industrial Organization.
   RePEc:eee:indorg:v:46:y:2016:i:c:p:137-159.

   Full description at Econpapers || Download paper

1. Artzner, Philippe, Freddy Delbaen, Jean-Marc Eber, and David Heath, Coherent Measures of Risk, Mathematical Finance, 9 (1999): 203-228.

2. Avery, Christopher N., and Judith A. Chevalier, Herding over the Career, Economics Letters, 53 (1999), 327-333.

3. Bebchuk, Lucian A., and Holger Spamann, Regulating Bankers' Pay, Georgetown Law Journal, 98 (2010), 247-287.
   Paper not yet in RePEc: Add citation now
   

4. Berger, Philip G., Eli Ofek, and David L. Yermack, Managerial Entrenchment and Capital Structure Decisions, Journal of Finance, 52 (1997), 1411-38.

5. Bertrand, Marianne, and Antoinette Schoar, The managing with style: The Effect of Managers on Corporate Policy, Quarterly Journal of Economics, 118 (2003), 1169-1208.
   Paper not yet in RePEc: Add citation now
   
6. Blinder, Alan, Crazy Compensation and the Crisis, The Wall Street Journal, May 28, 2009, p. A15.
   Paper not yet in RePEc: Add citation now
   
7. Bloom, Matthew C., and George T. Milkovich, Relationships among Risk, Incentive Pay and Organizational Performance, Academy of Management Journal, 43 (1998), 283--297.
   Paper not yet in RePEc: Add citation now
   

8. Bushman, Robert, Zhonglan Dai, and Xue Wang, Risk and CEO Turnover, Journal of Financial Economics, 96 (2010), 381-398.

9. Chakraborty, Atreya, Shahbaz Sheikh, and Narayanan Subramanian, Termination Risk and Managerial Risk Taking, Journal of Corporate Finance, 13 (2007), 170-188.

10. Chevalier, Judith, and Glenn Ellison, Career Concerns of Mutual Fund Managers, Quarterly Journal of Economics, 114 (1999), 389-432.

11. Chevalier, Judith, and Glenn Ellison, Risk Taking by Mutual Funds as a Response to Incentives, Journal of Political Economy, 105 (1997), 1167-1200.

12. Clarke, Jonathan, and Ajay Subramanian, Dynamic Forecasting Behavior by Analysts: Theory and evidence, Journal of Financial Economics, 80 (2006), 81-113.

13. Dasgupta, Amil, and Andrea Prat, Financial Equilibrium with Career Concerns, Theoretical Economics, 1 (2006), 67-93.

14. DeFond, Mark L., and Chul W. Park, The Effect of Competition on CEO Turnover, Journal of Accounting and Economics, 27 (1999), 35-36.

15. Del Guercio, Diane, and Paula Tkac, The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds, Journal of Financial and Quantitative Analysis, 37 (2002), 523-557.

16. Dong, Zhiyong, Cong Wang, and Fei Xie, Do Executive Stock Options Induce Excessive Risk Taking?, Journal of Banking and Finance, 34 (2010), 2518-2529.

17. Eckbo, B. Espen, and Karin S. Thorburn, Control Benefits and CEO Discipline in Automatic Bankruptcy Auctions, Journal of Financial Economics, 69 (2003), 227-258.

18. Falato, Antonio, Dan Li, and Todd Milbourn, To Each According to His Ability? CEO pay and the market for CEOs, Working Paper, 2011.

19. Fama, Eugene F., Agency Problems and the Theory of the Firm, Journal of Political Economy, 88 (1980), 288-307.

20. Foster, Dean P., and Sergiu Hart, An Operational Measure of Riskiness, Journal of Political Economy, 117 (2009), 785-814.

21. Fudenberg, Drew, and Jean Tirole, A `Signal Jamming' Theory of Predation, RAND Journal of Economics, 17 (1986), 366-76.

22. Gibbons, Robert, and Kevin J. Murphy, Optimal Incentive Contracts in the Presence of Career Concerns: Theory and Evidence, Journal of Political Economy, 100 (1992), 468-505.

23. Gibbons, Robert, and Kevin J. Murphy, Relative Performance Evaluation for Chief Executive Officers, Industrial and Labor Relations Review, 43 (1990), 30-51.

24. Graham, John R., Herding among Investment Newsletters: Theory and Evidence, Journal of Finance, 54 (1999), 237-268.

25. Hermalin, Benjamin E., and Micheal S. Weisbach, Endogenously Chosen Boards of Directors and Their Monitoring of the CEO, American Economic Review, 88 (1998), 96-118.

26. Hermalin, Benjamin E., and Micheal S. Weisbach, Information Disclosure and Corporate Governance, Journal of Finance, forthcoming, 2011.

27. Hermalin, Benjamin, Managerial Preferences Concerning Risky Projects, Journal of Law, Economics and Organization, 9 (1993), 127-135.

28. Hirshleifer, David, and Anjan V. Thakor, Corporate Control through Board Dismissals and Takeovers, Journal of Economics and Management Strategy, 7 (1998), 489-520.

29. Hirshleifer, David, and Anjan V. Thakor, Managerial Conservatism, Project choice, and Debt, Review of Financial Studies, 5 (1992), 437-470.

30. Hirshleifer, David, and Anjan V. Thakor, Managerial Performance, Boards of Directors and Takeover Bidding, Journal of Corporate Finance, 1 (1994), 63-90.

31. Holmstrom, Bengt, and Joan Ricart i Costa, Managerial Incentives and Capital Management, Quarterly Journal of Economics, 101 (1986), 835-860.

32. Holmstrom, Bengt, and Paul Milgrom, Aggregation and Linearity in the Provision of Intertemporal Incentives, Econometrica, 55 (1987), 303-28.

33. Holmstrom, Bengt, Managerial Incentive Problems: A Dynamic Perspective, in Essays in Economics and Management in Honour of Lars Wahlbeck, (Helsinki: Swedish School of Economics, 1982) (reprinted in the Review of Economic Studies, 66 (1999), 169-182).

34. Hong, Harrison, and Jeffrey D. Kubik, Analyzing the Analysts: Career Concerns and Biased Earning Forecasts, Journal of Finance, 58 (2003), 313-351.

35. Hong, Harrison, Jeffrey D. Kubik, and Amit Solomon, Security Analysts' Career Concerns and Herding of Earnings Forecasts, RAND Journal of Economics, 31 (2000), 121-144.

36. Hu, Ping, Jayant R. Kale, Marco Pagani, and Ajay Subramanian, Fund Flows, Performance, Managerial Career Concerns, and Risk Taking, Management Science, 57 (2011), 628-646.

37. Huberman, Gur, and Shmuel Kandel, On the Incentives for Money Managers: A Signalling Approach, European Economic Review, 37 (1993), 1065-1081.

38. Huddart, Steven, Reputation and Performance Fee Effects on Portfolio Choice by Investment Advisers, Journal of Financial Markets, 2 (1999), 227-271.

39. Jensen, Michael C., and Kevin J. Murphy, Performance Pay and Top-Management Incentives, Journal of Political Economy, 98 (1990), 225-64.

40. Ju, Nengjiu, Hayne E. Leland, and Lemma W. Senbet, Options, Option Repricing and Severance Packages in Managerial Compensation: Their eEfects on Corporate Risk, Working Paper, 2003.
    Paper not yet in RePEc: Add citation now
    
41. Kaplan, Steven N., and Bernadette Minton, How has CEO Turnover Changed?, International Review of Finance, forthcoming, 2011.
    Paper not yet in RePEc: Add citation now
    

42. Kempf, Alexander, Stefan Ruenzia, and Tanja Thiele, Employment Risk, Compensation Incentives, and Managerial Risk Taking: Evidence from the Mutual Fund Industry, Journal of Financial Economics, 92 (2009), 92-108.

43. Lambert, Richard A., Executive effort and the Selection of Risky Projects, RAND Journal of Economics, 17 (1986), 77-88.

44. Lamont, Owen A., Macroeconomic forecasts and Microeconomic Forecasters, Journal of Economic Behavior and Organization, 48 (2002), 265-280.

45. Larraza-Kintana, Martin, Robert M. Wiseman, Luis R. Gomez-Mejia, and Theresa M. Welbourne, Disentangling Compensation and Employment Risks Using the Behavioral Agency Model, Strategic Management Journal, 28 (2007), 1001-1019.

46. Malcomson, James M., Do Managers with Limited Liability Take More Risky Decisions? An Information Acquisition Model, Journal of Economics and Management Strategy, 20 (2011), 83-120.

47. Malmendier, Ulrike, and Geoffrey Tate, CEO Overconfidence and Corporate Investment, Journal of Finance, 60 (2005), 2661-2700.

48. Mehran, Hamid, and Joshua Rosenberg, The Effect of Employee Stock Options on Bank Investment Choice, Borrowing, and Capital, Federal Reserve Bank of New York Staff Reports 305, 2007.

49. Mehran, Hamid, George E. Nogler, and Kenneth B. Schwartz, CEO Incentive Plans and Corporate Liquidation Policy, Journal of Financial Economics, 50 (1998), 319-349.

50. Milbourn, Todd T., Richard L. Shockley, and Anjan V. Thakor, Managerial Career Concerns and Investment in Information, RAND Journal of Economics, 32 (2001), 334-351.

51. Murphy, Kevin J., Executive Compensation, in Handbook of Labor Economics, Orley Ashenfelter and David Card ed. (Amsterdam, North Holland, 1999).
    Paper not yet in RePEc: Add citation now
    

52. Narayanan, M. P., Observability and the Payback Criterion, Journal of Business, 58 (1985), 309-323.

53. Nohel, Tom, and Steven Todd, Compensation for Managers with Career Concerns: The Role of Stock Options in Optimal Contracts, Journal of Corporate Finance, 11 (2005), 229-251.

54. Palomino, Frederic, and Andrea Prat, Risk Taking and Optimal Contracts for Money Managers, RAND Journal of Economics, 34 (2003), 113-37.

55. Prendergast, Canice , and Lars Stole, Impetuous Youngsters and Jaded Old-Timers: Acquiring a Reputation for Learning, Journal of Political Economy, 194 (1996), 1105-1134.

56. PricewaterhouseCoopers, Reward: A New Paradigm?, 2008.
    Paper not yet in RePEc: Add citation now
    
57. Raviv, Alon, and Yoram Landskroner, The 2007-2009 Financial Crisis and Executive Compensation: Analysis and a Proposal for a Novel Structure, NYU Finance Working Paper No. FIN-09-003, 2009.
    Paper not yet in RePEc: Add citation now
    

58. Renée, Adams, and Daniel Ferreira, A Theory of Friendly Boards, Journal of Finance, 62 (2007), 217-250.

59. Rothschild, Michael, and Joseph E. Stiglitz, Increasing Risk: I. A Definition, Journal of Economic Theory, 2 (1970), 225-243.

60. Sanders, W. M. Gerard, and Donald C. Hambrick, Swinging for the Fences: The Effects of CEO Stock Options on Company Risk-Taking and Performance, Academy of Management Journal, 50 (2007), 1055-1078.
    Paper not yet in RePEc: Add citation now
    

61. Scharfstein, David S., and Jeremy C. Stein, Herd Behavior and Investment, American Economic Review, 80 (1990), 465-479.

62. Shleifer, Andrei, and Robert W. Vishny, Management Entrenchment: The case of Manager-Specific Investments, Journal of Financial Economics, 25 (1989), 123-139.

63. Sirri, Erik R., and Peter Tufano, Costly Search and Mutual Fund Flows, Journal of Finance, 53 (1998), 1589-1622.

64. Stein, Jeremy C., Takeover Threats and Managerial Myopia, Journal of Political Economy, 96 (1988), 61-80.

65. Wiseman, Robert M., and Luis R. Gomez-Mejia, A Behavioral Agency Model of Managerial Risk Taking, Academy of Management Review, 23 (1998), 133-153.
    Paper not yet in RePEc: Add citation now
    

66. Zwiebel, Jeffrey, Corporate Conservatism and Relative Compensation, Journal of Political Economy, 103 (1995), 1-25.

1. Adjusted Expected Shortfall. (2021). Wang, Ruodu ; Burzoni, Matteo ; Munari, Cosimo.
   In: Papers.
   RePEc:arx:papers:2007.08829.

   Full description at Econpapers || Download paper

2. Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations. (2020). Feinstein, Zachary ; Ararat, Ccaugin.
   In: Papers.
   RePEc:arx:papers:1912.06916.

   Full description at Econpapers || Download paper

3. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
   In: Sustainability.
   RePEc:gam:jsusta:v:11:y:2019:i:3:p:720-:d:201942.

   Full description at Econpapers || Download paper

4. Comparison of various risk measures for an optimal portfolio. (2019). Meral, Alev.
   In: Papers.
   RePEc:arx:papers:1912.09573.

   Full description at Econpapers || Download paper

5. How much is optimal reinsurance degraded by error?. (2019). Wang, Yinzhi ; Bolviken, Erik.
   In: Papers.
   RePEc:arx:papers:1912.04175.

   Full description at Econpapers || Download paper

6. Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory. (2017). Giles, David ; Chen, Qinlu .
   In: Econometrics Working Papers.
   RePEc:vic:vicewp:1704.

   Full description at Econpapers || Download paper

7. Risk averse supply portfolio selection with supply, demand and spot market volatility. (2015). Merzifonluoglu, Yasemin.
   In: Omega.
   RePEc:eee:jomega:v:57:y:2015:i:pa:p:40-53.

   Full description at Econpapers || Download paper

8. On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. (2015). Perreault, Samuel ; Cossette, Helene ; Marceau, Etienne.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:214-224.

   Full description at Econpapers || Download paper

9. Are Linear and Nonlinear Exchange Rate Exposures Aggravating Agents to Corporate Bankruptcy in Nigeria? New Evidence from the U Test Analysis. (2015). RAFINDADI, ABDULRASHID ; Yusof, Zarinah .
   In: International Journal of Economics and Financial Issues.
   RePEc:eco:journ1:2015-01-17.

   Full description at Econpapers || Download paper

10. La prima de riesgo recargada en un seguro de rentas: tarificación mediante el uso de una medida de riesgo coherente || The Risk Recharged Premium for a Survival Life Insurance: Recharged Premium throu. (2013). Vilar Zanon, Jose Luis, ; Solis, Montserrat Hernandez ; Colomer, Cristina Lozano .
    In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration.
    RePEc:pab:rmcpee:v:15:y:2013:i:1:p:151-167.

    Full description at Econpapers || Download paper

11. Optimal reinsurance subject to Vajda condition. (2013). Chi, Yichun ; Weng, Chengguo.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:53:y:2013:i:1:p:179-189.

    Full description at Econpapers || Download paper

12. A Financial Risk Analysis: Does the 2008 Financial Crisis Give Impact on Weekends Returns of the U.S. Movie Box Office?. (2013). Hidayat, Rafki ; Sumarti, Novriana.
    In: Papers.
    RePEc:arx:papers:1306.0966.

    Full description at Econpapers || Download paper

13. Time-Consistent and Market-Consistent Evaluations. (2013). Stadje, Mitja ; Pelsser, Antoon.
    In: Papers.
    RePEc:arx:papers:1109.1749.

    Full description at Econpapers || Download paper

14. Backtesting the solvency capital requirement for longevity risk. (2012). D'Amato, Valeria ; Coppola, Mariarosaria.
    In: Journal of Risk Finance.
    RePEc:eme:jrfpps:v:13:y:2012:i:4:p:309-319.

    Full description at Econpapers || Download paper

15. Price as a choice under nonstochastic randomness in finance. (2012). Ivanenko, Yaroslav ; Y, Ivanenko., ; B, Munier., .
    In: Working papers.
    RePEc:bfr:banfra:381.

    Full description at Econpapers || Download paper

16. Construction of uncertainty sets for portfolio selection problems. (2011). Wiechers, Christof.
    In: Discussion Papers in Econometrics and Statistics.
    RePEc:zbw:ucdpse:411.

    Full description at Econpapers || Download paper

17. On the diversification of portfolios of risky assets. (2011). Frahm, Gabriel ; Wiechers, Christof.
    In: Discussion Papers in Econometrics and Statistics.
    RePEc:zbw:ucdpse:211.

    Full description at Econpapers || Download paper

18. About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis.. (2011). Sibbertsen, Philipp ; Bertram, Philip ; Stahl, Gerhard.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-469.

    Full description at Econpapers || Download paper

19. Probability-free pricing of adjusted American lookbacks. (2011). Koolen, Wouter M. ; Vovk, Vladimir ; de Rooij, Steven ; Dawid, Philip A. ; Grunwald, Peter ; Vereshchagin, Nikolai ; Shafer, Glenn ; Shen, Alexander.
    In: Papers.
    RePEc:arx:papers:1108.4113.

    Full description at Econpapers || Download paper

20. Heavy-tailed distributions in VaR calculations. (2010). Weron, Rafał ; Misiorek, Adam.
    In: HSC Research Reports.
    RePEc:wuu:wpaper:hsc1005.

    Full description at Econpapers || Download paper

21. Risk measuring under model uncertainty. (2010). Kervarec, Magali ; Bion-Nadal, Jocelyne .
    In: Papers.
    RePEc:arx:papers:1004.5524.

    Full description at Econpapers || Download paper

22. Dynamic risk measures. (2010). Penner, Irina ; Acciaio, Beatrice.
    In: Papers.
    RePEc:arx:papers:1002.3794.

    Full description at Econpapers || Download paper

23. Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles. (2010). Penner, Irina ; Foellmer, Hans ; Acciaio, Beatrice.
    In: Papers.
    RePEc:arx:papers:1002.3627.

    Full description at Econpapers || Download paper

24. Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions. (2010). Pergamenchtchikov, Serguei ; Kluppelberg, Claudia.
    In: Papers.
    RePEc:arx:papers:1002.2486.

    Full description at Econpapers || Download paper

25. Time consistency and moving horizons for risk measures. (2010). Cohen, Samuel N. ; ELLIOTT, ROBERT J..
    In: Papers.
    RePEc:arx:papers:0912.1396.

    Full description at Econpapers || Download paper

26. Short note on inf-convolution preserving the Fatou property. (2009). .
    In: Annals of Finance.
    RePEc:kap:annfin:v:5:y:2009:i:2:p:281-287.

    Full description at Econpapers || Download paper

27. TVaR-based capital allocation with copulas. (2009). Barges, Mathieu ; Cossette, Helene ; Marceau, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:hal-00431265.

    Full description at Econpapers || Download paper

28. An Econometric Analysis of Financial Data in Risk Management. (2008). Fantazzini, Dean.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0006.

    Full description at Econpapers || Download paper

29. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2008-05.

    Full description at Econpapers || Download paper

30. Nested simulation in portfolio risk measurement. (2008). Gordy, Michael ; Juneja, Sandeep.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2008-21.

    Full description at Econpapers || Download paper

31. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures. (2007). Dana, Rose-Anne ; le Van, Cuong.
    In: Post-Print.
    RePEc:hal:journl:halshs-00188761.

    Full description at Econpapers || Download paper

32. Risk and economic sustainability of crop farming systems. (2007). Flaten, Ola ; Lien, Gudbrand ; Hardaker, Brian J..
    In: Agricultural Systems.
    RePEc:eee:agisys:v:94:y:2007:i:2:p:541-552.

    Full description at Econpapers || Download paper

33. Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk. (2007). Bion-Nadal, Jocelyne .
    In: Papers.
    RePEc:arx:papers:math/0703074.

    Full description at Econpapers || Download paper

34. Creazione di valore per gli shareholders e gli stakeholders: una fondazione analitica dei principali indicatori di valore. (2006). Masera, Rainer S. ; Mazzoni, Giancarlo.
    In: Moneta e Credito.
    RePEc:psl:moneta:2006:41.

    Full description at Econpapers || Download paper

35. Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence. (2006). Drew, Michael ; Basu, Anup.
    In: MPRA Paper.
    RePEc:pra:mprapa:3314.

    Full description at Econpapers || Download paper

36. Risk measures for derivatives with Markov-modulated pure jump processes. (2006). Siu, Tak Kuen.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:13:y:2006:i:2:p:129-149.

    Full description at Econpapers || Download paper

37. A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital. (2006). Dutta, Kabir ; Perry, Jason.
    In: Working Papers.
    RePEc:fip:fedbwp:06-13.

    Full description at Econpapers || Download paper

38. Multivariate risks and depth-trimmed regions. (2006). Molchanov, Ilya ; Cascos, Ignacio.
    In: Papers.
    RePEc:arx:papers:math/0606520.

    Full description at Econpapers || Download paper

39. Bank Trading Risk and Systemic Risk. (2005). Jorion, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11037.

    Full description at Econpapers || Download paper

40. Diversification and Performance in Banking: The Israeli Case. (2005). Landskroner, Yoram ; Zaken, David ; Ruthenberg, David.
    In: Journal of Financial Services Research.
    RePEc:kap:jfsres:v:27:y:2005:i:1:p:27-49.

    Full description at Econpapers || Download paper

41. The Present, Future and Imperfect of Financial Risk Management. (2004). Alexandra, Carol .
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2003-12.

    Full description at Econpapers || Download paper

42. On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Tong, Howell ; Siu, Tak Kuen.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:11:y:2004:i:2:p:161-184.

    Full description at Econpapers || Download paper

43. Computational Tools for the Analysis of Market Risk. (2003). .
    In: Computational Economics.
    RePEc:kap:compec:v:21:y:2003:i:1:p:153-172.

    Full description at Econpapers || Download paper

44. VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions. (2003). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:physics/0301009.

    Full description at Econpapers || Download paper

45. Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets. (2002). Malevergne, Yannick ; Sornette, D..
    In: Papers.
    RePEc:arx:papers:cond-mat/0207475.

    Full description at Econpapers || Download paper

46. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Prospero, Simonetti ; Carlo, Acerbi .
    In: Papers.
    RePEc:arx:papers:cond-mat/0203607.

    Full description at Econpapers || Download paper

47. On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk.
    In: Papers.
    RePEc:arx:papers:cond-mat/0104295.

    Full description at Econpapers || Download paper

48. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
    In: Papers.
    RePEc:arx:papers:cond-mat/0107190.

    Full description at Econpapers || Download paper

49. Expected Shortfall: a natural coherent alternative to Value at Risk. (2001). Acerbi, Carlo ; Tasche, Dirk.
    In: Papers.
    RePEc:arx:papers:cond-mat/0105191.

    Full description at Econpapers || Download paper

50. The Basis Risk of Catastrophic-Loss Index Securities. (2000). Phillips, Richard ; Cummins, John ; Lalonde, David.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:00-22.

    Full description at Econpapers || Download paper

Report date: 2026-06-08 00:42:39 || Missing content? Let us know