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Coherent risk measure
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31	The Fields Institute November 27, 2002 Background & Motivation Some Theoretical Results Some Simple Examples Future Direction Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2002-12-04 09:37:34 Financial risk Mathematical finance Investment Insurance Financial institutions Coherent risk measure Asset liability management Finance Risk purchasing group Actuarial science Financial economics Risk
32	Implemented in Portfolio Safeguard by AORDA.com Optimization of conditional value-at-risk R. Tyrrell Rockafellar Department of Applied Mathematics, University of Washington, 408 L Guggenheim Hall, Box[removed], Seattle, W Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:10 Probability theory Financial risk Convex analysis Mathematical finance Operations research Coherent risk measure Expected shortfall Convex optimization Variance Statistics Mathematical optimization Mathematical analysis
33	Journal of Banking & Finance[removed]–1471 www.elsevier.com/locate/econbase Conditional value-at-risk for general loss distributions R. Tyrrell Rockafellar a, Stanislav Uryasev Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:10 Statistics Applied mathematics Mathematical sciences Expected shortfall Coherent risk measure Value at risk Variance R. Tyrrell Rockafellar Risk measure Financial risk Mathematical finance Actuarial science
34	MASTER FUNDS IN PORTFOLIO ANALYSIS WITH GENERAL DEVIATION MEASURES R. Tyrrell Rockafellar 1 , Stan Uryasev 2 , Michael Zabarankin 2 Version: July 5, 2004 Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:16 Financial economics Probability theory Mathematical sciences Actuarial science Data analysis Coherent risk measure Risk measure Standard deviation Expected shortfall Statistics Mathematical finance Financial risk
35	Modeling and optimization of risk Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:16 Applied mathematics Economics Actuarial science Probability theory Convex analysis Coherent risk measure Risk measure Acceptance set Mathematical optimization Financial risk Mathematical finance Financial economics
36	MATHEMATICS OF OPERATIONS RESEARCH Vol. 33, No. 3, August 2008, pp. 712–729 issn 0364-765X eissn[removed] 08 3303 0712 informs Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:19 Mathematical finance Actuarial science Data analysis Linear regression Quantile regression Variance Risk measure Standard deviation Coherent risk measure Statistics Regression analysis Financial risk
37	c 2008 INFORMS \| isbn[removed]0 doi[removed]educ[removed]INFORMS 2008 Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:22 Mathematical finance Actuarial science Data analysis Expected shortfall Probability theory Coherent risk measure Risk measure Standard deviation Variance Statistics Mathematical sciences Financial risk
38	Finance Stochast. 10, 51–[removed]DOI: [removed]s00780[removed]c Springer-Verlag 2006 Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:11 Mathematical sciences Actuarial science Probability theory Coherent risk measure Standard deviation Risk measure Absolute deviation Conditional expectation Expected shortfall Statistics Financial risk Mathematical finance
39	Introduction Modelling in finance Risk measures Add to Reading List Source URL: wwwhome.math.utwente.nl Language: English - Date: 2009-04-20 09:50:59 Risk Financial economics Ethics Coherent risk measure Superhedging price Spectral theory of ordinary differential equations Mathematical finance Financial risk Actuarial science
40	doi:[removed]j.jbankfin[removed] Add to Reading List Source URL: www.ise.ufl.edu Language: English - Date: 2013-06-15 17:47:13 Linear regression Quantile regression Polynomial regression Quantile Coherent risk measure Coefficient of determination Multivariate random variable Errors and residuals in statistics Variance Statistics Regression analysis Expected shortfall