scholarly journals Quantification of Model Risk in Quadratic Hedging in Finance

2015 ◽  
pp. 211-241
Author(s):  
Catherine Daveloose ◽  
Asma Khedher ◽  
Michèle Vanmaele
Keyword(s):  
Model Risk ◽  
Quadratic Hedging

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
Author(s):  
Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
Keyword(s):  
Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
Mean Variance

Model Risk and Differential Geometry Applied to Sensitivity Analysis

2018 ◽  
Author(s):  
Zuzana Krajcovicova ◽  
Pedro Pablo PPrez-Velasco
Keyword(s):  
Differential Geometry ◽  
Sensitivity Analysis ◽  
Model Risk

A Practical Approach to Quantitative Model Risk Assessment

2020 ◽  
Author(s):  
Carole Bernard ◽  
Rodrigue Kazzi ◽  
Steven Vanduffel
Keyword(s):  
Risk Assessment ◽  
Quantitative Model ◽  
Practical Approach ◽  
Model Risk

Deviation-Based Model Risk Measures

2021 ◽  
Author(s):  
Mohammed Berkhouch ◽  
Fernanda Maria Müller ◽  
Ghizlane Lakhnati ◽  
Marcelo Brutti Righi
Keyword(s):  
Risk Measures ◽  
Model Risk
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