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Thinking coherently

Company: Risk 10

Company Url: http://www.riskwaters.com

Year Of Publication: 1997

Month Of Publication: November

Pages: 68-71

Download Count: 1272

View Count: 9481

Comment Num: 0

Language: EN

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Who Can Read: Free

Date: 7-30-2002

Publisher: Administrator

Summary

In this paper the authors propose properties appropriate to a risk measure. Such risk measures are called

Author(s)

Artzner, Philippe

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Delbaen, Freddy

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Eber, Jean-Marc

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Heath, David

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VaR Methods——Properties of VaR

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