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CNKI学位论文(8)
知网期刊论文(3)
在“
SpringerLink电子期刊
”中,
命中:
3
条,耗时:小于0.01 秒
在所有数据库中总计命中:
11
条
1.
Diversification, protection of liability holders and regulatory arbitrage
作者:
Pablo
Koch
-
Medina
;
Cosimo Munari
;
Mario Šikić
关键词:
Capital adequacy
;
Solvency regulation
;
Surplus invariance
;
Numéraire invariance
;
Diversification
刊名:Mathematics and Financial Economics
出版年:2017
2.
Measuring risk with multiple eligible assets
作者:
Walter Farkas (1)
Pablo
Koch
-
Medina
(2)
Cosimo Munari (3)
1. Department of Banking and Finance
;
University of Zurich and ETH Zurich
;
Plattenstrasse 14
;
8032
;
聽Zurich
;
Switzerland
2. Department of Banking and Finance
;
University of Zurich
;
Plattenstrasse 14
;
8032
;
聽Zurich
;
Switzerland
3. Department of Mathematics
;
ETH Zurich
;
R盲mistrasse 101
;
8092
;
聽Zurich
;
Switzerland
关键词:
Risk measures
;
Multiple eligible assets
;
Acceptance sets
;
Dual representations
;
Set
;
valued risk measures
;
91B30
;
46A40
;
46A20
;
46A22
刊名:Mathematics and Financial Economics
出版年:2015
3.
Beyond cash-additive risk measures: when changing the numéraire fails
作者:
Walter Farkas (1) (2)
Pablo
Koch
-
Medina
(1)
Cosimo Munari (2)
关键词:
Risk measures
;
Acceptance sets
;
General eligible assets
;
Defaultable bonds
;
Cash subadditivity
;
Quasiconvexity
;
Value
;
at
;
risk
;
Tail value
;
at
;
risk
;
Shortfall risk
;
91B30
;
46B42
;
46B40
;
46A55
;
06F30
;
C60
;
G11
;
G22
刊名:Finance and Stochastics
出版年:2014
1
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