Risk measure (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Risk measure" in English language version.

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Andreas H. Hamel; Frank Heyde; Birgit Rudloff (2011). "Set-valued risk measures for conical market models". Mathematics and Financial Economics. 5 (1): 1–28. arXiv:1011.5986. doi:10.1007/s11579-011-0047-0. S2CID 154784949.

Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David (1999). "Coherent Measures of Risk" (PDF). Mathematical Finance. 9 (3): 203–228. doi:10.1111/1467-9965.00068. S2CID 6770585. Retrieved February 3, 2011.
Jouini, Elyes; Meddeb, Moncef; Touzi, Nizar (2004). "Vector–valued coherent risk measures". Finance and Stochastics. 8 (4): 531–552. CiteSeerX 10.1.1.721.6338. doi:10.1007/s00780-004-0127-6. S2CID 18237100.
Hamel, A. H.; Heyde, F. (2010). "Duality for Set-Valued Measures of Risk". SIAM Journal on Financial Mathematics. 1 (1): 66–95. CiteSeerX 10.1.1.514.8477. doi:10.1137/080743494.
Jokhadze, Valeriane; Schmidt, Wolfgang M. (March 2020). "Measuring model risk in financial risk management and pricing". International Journal of Theoretical and Applied Finance. 23 (2) 2050012. doi:10.1142/s0219024920500120. SSRN 3113139.
Andreas H. Hamel; Frank Heyde; Birgit Rudloff (2011). "Set-valued risk measures for conical market models". Mathematics and Financial Economics. 5 (1): 1–28. arXiv:1011.5986. doi:10.1007/s11579-011-0047-0. S2CID 154784949.

Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David (1999). "Coherent Measures of Risk" (PDF). Mathematical Finance. 9 (3): 203–228. doi:10.1111/1467-9965.00068. S2CID 6770585. Retrieved February 3, 2011.

Jouini, Elyes; Meddeb, Moncef; Touzi, Nizar (2004). "Vector–valued coherent risk measures". Finance and Stochastics. 8 (4): 531–552. CiteSeerX 10.1.1.721.6338. doi:10.1007/s00780-004-0127-6. S2CID 18237100.
Hamel, A. H.; Heyde, F. (2010). "Duality for Set-Valued Measures of Risk". SIAM Journal on Financial Mathematics. 1 (1): 66–95. CiteSeerX 10.1.1.514.8477. doi:10.1137/080743494.

Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath, David (1999). "Coherent Measures of Risk" (PDF). Mathematical Finance. 9 (3): 203–228. doi:10.1111/1467-9965.00068. S2CID 6770585. Retrieved February 3, 2011.
Jouini, Elyes; Meddeb, Moncef; Touzi, Nizar (2004). "Vector–valued coherent risk measures". Finance and Stochastics. 8 (4): 531–552. CiteSeerX 10.1.1.721.6338. doi:10.1007/s00780-004-0127-6. S2CID 18237100.
Andreas H. Hamel; Frank Heyde; Birgit Rudloff (2011). "Set-valued risk measures for conical market models". Mathematics and Financial Economics. 5 (1): 1–28. arXiv:1011.5986. doi:10.1007/s11579-011-0047-0. S2CID 154784949.

Jokhadze, Valeriane; Schmidt, Wolfgang M. (March 2020). "Measuring model risk in financial risk management and pricing". International Journal of Theoretical and Applied Finance. 23 (2) 2050012. doi:10.1142/s0219024920500120. SSRN 3113139.
Rockafellar, Tyrrell; Uryasev, Stanislav; Zabarankin, Michael (22 January 2003). "Deviation Measures in Risk Analysis and Optimization". SSRN 365640.