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2018 ◽  
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Hasan A Fallahgoul ◽  
Loriano Mancini ◽  
Stoyan Veselinov Stoyanov
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Model Risk ◽  
Disappointment Aversion

Dynamic mean-variance portfolio analysis under model risk

2009 ◽  
Vol 12 (4) ◽  
pp. 91-115 ◽  
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Daniel Kuhn ◽  
Panos Parpas ◽  
Berç Rustem ◽  
Raquel Fonseca
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Portfolio Analysis ◽  
Model Risk ◽  
Mean Variance Portfolio ◽  
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A practical maturity assessment method for model risk management in banks

2017 ◽  
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Liesl van Biljon ◽  
Leendert Haasbroek
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Risk Management ◽  
Assessment Method ◽  
Model Risk ◽  
Maturity Assessment

Issues and Challenges in Model Risk Quantification - A Research Study

2017 ◽  
Author(s):  
Niraj Kumar Mahapatra
Keyword(s):  
Research Study ◽  
Model Risk ◽  
Risk Quantification

Disappointment Aversion and Income Risk: Implications for Portfolio Allocation

2016 ◽  
Author(s):  
Revansiddha Basavaraj Khanapure
Keyword(s):  
Portfolio Allocation ◽  
Income Risk ◽  
Disappointment Aversion

Model Risk and Differential Geometry Applied to Sensitivity Analysis

2018 ◽  
Author(s):  
Zuzana Krajcovicova ◽  
Pedro Pablo PPrez-Velasco
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Differential Geometry ◽  
Sensitivity Analysis ◽  
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A Practical Approach to Quantitative Model Risk Assessment

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

A Thermodynamic Picture of Financial Market and Model Risk

2019 ◽  
Author(s):  
Yu Feng
Keyword(s):  
Financial Market ◽  
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A Cost-Benefit Analysis of Capital Requirements Adjusted for Model Risk

2020 ◽  
Author(s):  
Walter Farkas ◽  
Fulvia Fringuellotti ◽  
Radu Tunaru
Keyword(s):  
Cost Benefit Analysis ◽  
Cost Benefit ◽  
Capital Requirements ◽  
Benefit Analysis ◽  
Model Risk
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