UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encourage discussion. Citation of such a paper should account for its provisional character. A revised version may be available directly from the author. Any opinions expressed here are those of the author(s) and not those of UCD Geary Institute. Research published in this series may include views on policy, but the institute itself takes no institutional policy positions
KTI/IE Discussion Papers are circulated to promote discussion and provoke comments. Any references t...
We compare Markowitz ’ mean-variance portfolio selection with modern axiomatic approaches using spec...
This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the ret...
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures ...
UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encoura...
UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encoura...
Spectral risk measures (SRMs) are risk measures that take account of user risk aversion, but to date...
Provided by the author(s) and University College Dublin Library in accordance with publisher policie...
Spectral risk measures (SRMs) are risk measures that take account of user risk-aversion, but to date...
This thesis examines spectral risk measures. Spectral risk measures, as a subset of coherent risk me...
In this thesis we define risk measures as a way of quantifying the risk of an invest- ment and we fo...
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures ...
This thesis focuses on several classes of risk measures, related axioms and properties. We have intr...
Traditional decision theory describes human behavior and human preferences in terms of utility funct...
UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encoura...
KTI/IE Discussion Papers are circulated to promote discussion and provoke comments. Any references t...
We compare Markowitz ’ mean-variance portfolio selection with modern axiomatic approaches using spec...
This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the ret...
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures ...
UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encoura...
UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encoura...
Spectral risk measures (SRMs) are risk measures that take account of user risk aversion, but to date...
Provided by the author(s) and University College Dublin Library in accordance with publisher policie...
Spectral risk measures (SRMs) are risk measures that take account of user risk-aversion, but to date...
This thesis examines spectral risk measures. Spectral risk measures, as a subset of coherent risk me...
In this thesis we define risk measures as a way of quantifying the risk of an invest- ment and we fo...
Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures ...
This thesis focuses on several classes of risk measures, related axioms and properties. We have intr...
Traditional decision theory describes human behavior and human preferences in terms of utility funct...
UCD Geary Institute Discussion Papers often represent preliminary work and are circulated to encoura...
KTI/IE Discussion Papers are circulated to promote discussion and provoke comments. Any references t...
We compare Markowitz ’ mean-variance portfolio selection with modern axiomatic approaches using spec...
This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the ret...