dynamic risk measure
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Dynamic risk measure for BSVIE with jumps and semimartingale issues

Stochastic Analysis and Applications ◽

10.1080/07362994.2019.1569531 ◽

2019 ◽

Vol 37 (3) ◽

pp. 361-376 ◽

Author(s):

Nacira Agram

Keyword(s):

Risk Measure ◽

Dynamic Risk Measure ◽

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MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONALg-EXPECTATION

Mathematical Finance ◽

10.1111/mafi.12062 ◽

2014 ◽

Vol 26 (3) ◽

pp. 638-673 ◽

Author(s):

Yuhong Xu

Keyword(s):

Risk Measure ◽

Dynamic Risk Measure ◽

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A Dynamic Risk Measure from Continuous Glucose Monitoring Data

Diabetes Technology & Therapeutics ◽

10.1089/dia.2011.0006 ◽

2011 ◽

Vol 13 (8) ◽

pp. 843-852 ◽

Author(s):

Stefania Guerra ◽

Giovanni Sparacino ◽

Andrea Facchinetti ◽

Michele Schiavon ◽

Chiara Dalla Man ◽

...

Keyword(s):

Continuous Glucose Monitoring ◽

Risk Measure ◽

Glucose Monitoring ◽

Monitoring Data ◽

Dynamic Risk Measure ◽

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A Bayesian approach to incorporate model ambiguity in a dynamic risk measure

Statistics & Decisions ◽

10.1524/stnd.2008.1000 ◽

2009 ◽

Vol 26 (3) ◽

Author(s):

Nicole Bäuerle ◽

André Mundt

Keyword(s):

Bayesian Approach ◽

Risk Measure ◽

Dynamic Risk Measure ◽

Dynamic Risk ◽

Model Ambiguity

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Time-consistency in managing a commodity portfolio: A dynamic risk measure approach

Journal of Banking & Finance ◽

10.1016/j.jbankfin.2007.05.020 ◽

2008 ◽

Vol 32 (10) ◽

pp. 1991-2005 ◽

Author(s):

Hélyette Geman ◽

Steve Ohana

Keyword(s):

Risk Measure ◽

Time Consistency ◽

Dynamic Risk Measure ◽

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