FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2019291268> ?p ?o ?g. }

• W2019291268 endingPage "228" @default.
• W2019291268 startingPage "203" @default.
• W2019291268 abstract "In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties “coherent.” We examine the measures of risk provided and the related actions required by SPAN, by the SEC/NASD rules, and by quantile-based methods. We demonstrate the universality of scenario-based methods for providing coherent measures. We offer suggestions concerning the SEC method. We also suggest a method to repair the failure of subadditivity of quantile-based methods." @default.
• W2019291268 created "2016-06-24" @default.
• W2019291268 creator A5016596605 @default.
• W2019291268 creator A5065806773 @default.
• W2019291268 creator A5085786867 @default.
• W2019291268 creator A5090587455 @default.
• W2019291268 date "1999-07-01" @default.
• W2019291268 modified "2023-10-10" @default.
• W2019291268 title "Coherent Measures of Risk" @default.
• W2019291268 cites W1503295912 @default.
• W2019291268 cites W1595244856 @default.
• W2019291268 cites W1960367365 @default.
• W2019291268 cites W2038778860 @default.
• W2019291268 cites W2141201932 @default.
• W2019291268 cites W2158444420 @default.
• W2019291268 cites W2170206178 @default.
• W2019291268 cites W2502254989 @default.
• W2019291268 cites W95421103 @default.
• W2019291268 cites W947236087 @default.
• W2019291268 doi "https://doi.org/10.1111/1467-9965.00068" @default.
• W2019291268 hasPublicationYear "1999" @default.
• W2019291268 type Work @default.
• W2019291268 sameAs 2019291268 @default.
• W2019291268 citedByCount "7410" @default.
• W2019291268 countsByYear W20192912682012 @default.
• W2019291268 countsByYear W20192912682013 @default.
• W2019291268 countsByYear W20192912682014 @default.
• W2019291268 countsByYear W20192912682015 @default.
• W2019291268 countsByYear W20192912682016 @default.
• W2019291268 countsByYear W20192912682017 @default.
• W2019291268 countsByYear W20192912682018 @default.
• W2019291268 countsByYear W20192912682019 @default.
• W2019291268 countsByYear W20192912682020 @default.
• W2019291268 countsByYear W20192912682021 @default.
• W2019291268 countsByYear W20192912682022 @default.
• W2019291268 countsByYear W20192912682023 @default.
• W2019291268 crossrefType "journal-article" @default.
• W2019291268 hasAuthorship W2019291268A5016596605 @default.
• W2019291268 hasAuthorship W2019291268A5065806773 @default.
• W2019291268 hasAuthorship W2019291268A5085786867 @default.
• W2019291268 hasAuthorship W2019291268A5090587455 @default.
• W2019291268 hasConcept C10138342 @default.
• W2019291268 hasConcept C106159729 @default.
• W2019291268 hasConcept C112930515 @default.
• W2019291268 hasConcept C118615104 @default.
• W2019291268 hasConcept C118671147 @default.
• W2019291268 hasConcept C121332964 @default.
• W2019291268 hasConcept C144133560 @default.
• W2019291268 hasConcept C148845407 @default.
• W2019291268 hasConcept C149782125 @default.
• W2019291268 hasConcept C162118730 @default.
• W2019291268 hasConcept C162324750 @default.
• W2019291268 hasConcept C167548438 @default.
• W2019291268 hasConcept C177264268 @default.
• W2019291268 hasConcept C183992945 @default.
• W2019291268 hasConcept C19220575 @default.
• W2019291268 hasConcept C199360897 @default.
• W2019291268 hasConcept C2780821815 @default.
• W2019291268 hasConcept C2781472820 @default.
• W2019291268 hasConcept C32896092 @default.
• W2019291268 hasConcept C33923547 @default.
• W2019291268 hasConcept C41008148 @default.
• W2019291268 hasConcept C5496284 @default.
• W2019291268 hasConcept C62520636 @default.
• W2019291268 hasConcept C69257216 @default.
• W2019291268 hasConcept C73858035 @default.
• W2019291268 hasConceptScore W2019291268C10138342 @default.
• W2019291268 hasConceptScore W2019291268C106159729 @default.
• W2019291268 hasConceptScore W2019291268C112930515 @default.
• W2019291268 hasConceptScore W2019291268C118615104 @default.
• W2019291268 hasConceptScore W2019291268C118671147 @default.
• W2019291268 hasConceptScore W2019291268C121332964 @default.
• W2019291268 hasConceptScore W2019291268C144133560 @default.
• W2019291268 hasConceptScore W2019291268C148845407 @default.
• W2019291268 hasConceptScore W2019291268C149782125 @default.
• W2019291268 hasConceptScore W2019291268C162118730 @default.
• W2019291268 hasConceptScore W2019291268C162324750 @default.
• W2019291268 hasConceptScore W2019291268C167548438 @default.
• W2019291268 hasConceptScore W2019291268C177264268 @default.
• W2019291268 hasConceptScore W2019291268C183992945 @default.
• W2019291268 hasConceptScore W2019291268C19220575 @default.
• W2019291268 hasConceptScore W2019291268C199360897 @default.
• W2019291268 hasConceptScore W2019291268C2780821815 @default.
• W2019291268 hasConceptScore W2019291268C2781472820 @default.
• W2019291268 hasConceptScore W2019291268C32896092 @default.
• W2019291268 hasConceptScore W2019291268C33923547 @default.
• W2019291268 hasConceptScore W2019291268C41008148 @default.
• W2019291268 hasConceptScore W2019291268C5496284 @default.
• W2019291268 hasConceptScore W2019291268C62520636 @default.
• W2019291268 hasConceptScore W2019291268C69257216 @default.
• W2019291268 hasConceptScore W2019291268C73858035 @default.
• W2019291268 hasIssue "3" @default.
• W2019291268 hasLocation W20192912681 @default.
• W2019291268 hasOpenAccess W2019291268 @default.
• W2019291268 hasPrimaryLocation W20192912681 @default.
• W2019291268 hasRelatedWork W1985815497 @default.
• W2019291268 hasRelatedWork W2153969568 @default.
• W2019291268 hasRelatedWork W2291382242 @default.

• next