9520

STATISTICAL ISSUES IN COHERENT RISK MANAGEMENT

Peter Bloomfield استاد راهنما , Sastry Pantula استاد مشاور , John Seater استاد مشاور , Albert S. Pete Kyle استاد مشاور , Marc Genton استاد مشاور

Raleigh North carolina state university

نامعلوم

PhD )Statistics(

0

2004

sensitivity of ES , capital allocation , Value-at-Risk , partial moment , back-testing , Risk management , expected shortfall , Exponential family , optimal weighting , elliptical family

01

انگليسي