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Dynamic risk measure
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#	Item
1	Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes Patrick Cheridito∗ Freddy Delbaen† Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2006-01-14 16:44:23 Distribution Functional analysis Dynamic risk measure Mathematics Analysis Symbol Substitution
2	Composition of Time-Consistent Dynamic Monetary Risk Measures in Discrete Time∗ Patrick Cheridito† Michael Kupper‡ Add to Reading List Source URL: www.princeton.edu Language: English - Date: 2013-09-09 16:09:56 Mathematical analysis Financial risk Mathematical finance Analysis Measure theory Time consistency Dynamic risk measure Expected value Essential supremum and essential infimum
3	Welfare and bond pricing implications of fiscal stabilization policies Add to Reading List Source URL: www.suomenpankki.fi Language: English - Date: 2013-12-11 09:02:30 Fixed income analysis New Keynesian economics Economic theories Mathematical finance Financial markets Dynamic stochastic general equilibrium Risk-neutral measure Bond valuation Economic model Economics Financial economics Macroeconomics
4	Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:46:05 Actuarial science Financial economics Applied mathematics Stochastic processes Probability theory Expected shortfall Tail value at risk Risk measure Black–Scholes Mathematical finance Financial risk Statistics
5	Convex Risk Measures Time consistency Cash (sub)additivity Examples Risk assessment for uncertain cash flows: Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 11:33:38 Stochastic processes Actuarial science Coherent risk measure Mathematical sciences Dynamic risk measure Applied mathematics Adapted process Financial risk Mathematical finance Statistics
6	Dynamic Coherent Acceptability Indices Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-21 10:59:16 Mathematics Applied mathematics Ordinal number Coherent risk measure Constructible universe
7	Optimal Dynamic Trading Strategies with Risk Limits Domenico CUOCO The Wharton School, University of Pennsylvania Hua HE Add to Reading List Source URL: www.swissfinanceinstitute.ch Language: English - Date: 2005-12-06 10:39:13 Financial economics Applied mathematics Risk Value at risk RiskMetrics Coherent risk measure Risk measure Variance Tail value at risk Financial risk Actuarial science Mathematical finance
8	Theory and Applications of Categories, Vol. 29, No. 14, 2014, pp. 389–405. TOWARD CATEGORICAL RISK MEASURE THEORY TAKANORI ADACHI Abstract. We introduce a category that represents varying risk as well as ambiguity. We Add to Reading List Source URL: www.emis.de Language: English - Date: 2014-08-05 12:54:00 Applied mathematics Mathematics Financial economics Conditional expectation Probability space Constructible universe Expected shortfall Dynamic risk measure Expected value Financial risk Mathematical finance Probability theory
9	SOME COMMENTS ON "FUNDAMENTAL REVIEW OF THE TRADING BOOK" PHILIPPE ARTZNER† , FREDDY DELBAEN‡ , AND KARL-THEODOR EISELE† With the document "Fundamental review of the trading book" the Basel Committee on Banking Sup Add to Reading List Source URL: www.bis.org Language: English - Date: 2012-09-25 10:21:00 Financial economics Actuarial science Financial regulation Expected shortfall Coherent risk measure Basel II Value at risk Time consistency Dynamic risk measure Financial risk Mathematical finance Risk
10	Understanding and Modelling Reset Price Inflation Engin Kara Discussion Paper No[removed]November 2011 Add to Reading List Source URL: www.efm.bris.ac.uk Language: English - Date: 2012-02-17 10:07:08 Pricing Game theory Marketing Inflation Macroeconomic model General equilibrium theory Risk-neutral measure Dynamic stochastic general equilibrium Economic model Macroeconomics Economics New Keynesian economics