Modeling, Measuring, and Managing RiskeBook - 2007
This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk. The book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities, and also shows the embedding of such functionals in decision models and the properties of these models.
Publisher: Singapore ; Hackensack, N.J. : World Scientific, ©2007
Characteristics: 1 online resource