Browsing College of Business and Law by Subject "Risk aversion functions"

DSpace/Manakin Repository

  • You are here:
  • >
  • >

Browsing College of Business and Law by Subject "Risk aversion functions"

Sort by: Order: Results:

  • Dowd, Kevin ; Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2007-03-20)
    Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility ...
  • Dowd, Kevin ; Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2007-03-11)
    Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their risk-aversion functions. To date there has been very little guidance on the choice of risk-aversion ...

Search Research Repository


Advanced Search

Browse

Statistics