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2. Multiple Adjusted Quantiles. (2023). Miller, Alan ; Chambers, Christopher.
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3. Deconstructing systemic risk: A reverse stress testing approach.. (2021). Ojea-Ferreiro, Javier.
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4. An axiomatization of $\Lambda$-quantiles. (2021). Peri, Ilaria ; Bellini, Fabio.
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5. Risk contributions of lambda quantiles. (2021). Pesenti, Silvana ; Peri, Ilaria ; Ince, Akif.
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6. Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep.
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7. Risk Measures Based on Benchmark Loss Distributions. (2020). Munari, Cosimo ; Burzoni, Matteo ; Bignozzi, Valeria.
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8. A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Pfeuffer, Marius ; Moser, Thorsten ; Fischer, Matthias.
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1. Adjusted Expected Shortfall. (2020). Munari, Cosimo ; Burzoni, Matteo ; Wang, Ruodu.
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2. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
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3. Comparison of various risk measures for an optimal portfolio. (2019). Meral, Alev.
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4. Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations. (2019). Feinstein, Zachary ; Ararat, cCaugin .
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5. How much is optimal reinsurance degraded by error?. (2019). Bolviken, Erik ; Wang, Yinzhi.
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6. Risk Analysis for Three Precious Metals: An Application of Extreme Value Theory. (2017). Giles, David ; Chen, Qinlu .
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7. Risk averse supply portfolio selection with supply, demand and spot market volatility. (2015). Merzifonluoglu, Yasemin.
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8. On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. (2015). Cossette, Helene ; Perreault, Samuel ; Marceau, Etienne.
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9. Are Linear and Nonlinear Exchange Rate Exposures Aggravating Agents to Corporate Bankruptcy in Nigeria? New Evidence from the “U” Test Analysis. (2015). RAFINDADI, ABDULRASHID ; Yusof, Zarinah .
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10. La prima de riesgo recargada en un seguro de rentas: tarificación mediante el uso de una medida de riesgo coherente || The Risk Recharged Premium for a Survival Life Insurance: Recharged Premium thro. (2013). Colomer, Cristina Lozano ; Vilar Zanon, Jose Luis, ; Solis, Montserrat Hernandez .
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11. Optimal reinsurance subject to Vajda condition. (2013). Chi, Yichun ; Weng, Chengguo.
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12. A Financial Risk Analysis: Does the 2008 Financial Crisis Give Impact on Weekends Returns of the U.S. Movie Box Office?. (2013). Sumarti, Novriana ; Hidayat, Rafki .
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13. Time-Consistent and Market-Consistent Evaluations. (2013). Stadje, Mitja ; Pelsser, Antoon.
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14. Backtesting the solvency capital requirement for longevity risk. (2012). Coppola, Mariarosaria ; D'Amato, Valeria .
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15. Price as a choice under nonstochastic randomness in finance. (2012). Ivanenko, Yaroslav ; B, Munier., ; Y, Ivanenko., .
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16. Construction of uncertainty sets for portfolio selection problems. (2011). Wiechers, Christof .
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17. On the diversification of portfolios of risky assets. (2011). Wiechers, Christof ; Frahm, Gabriel.
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18. About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis.. (2011). Sibbertsen, Philipp ; Stahl, Gerhard ; Bertram, Philip .
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19. Probability-free pricing of adjusted American lookbacks. (2011). Shen, Alexander ; Koolen, Wouter M. ; Vovk, Vladimir ; de Rooij, Steven ; Dawid, Philip A. ; Grunwald, Peter ; Vereshchagin, Nikolai ; Shafer, Glenn .
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20. Heavy-tailed distributions in VaR calculations. (2010). Weron, Rafał ; Misiorek, Adam.
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21. Risk measuring under model uncertainty. (2010). Bion-Nadal, Jocelyne ; Kervarec, Magali .
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22. Dynamic risk measures. (2010). Acciaio, Beatrice ; Penner, Irina.
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23. Risk assessment for uncertain cash flows: Model ambiguity, discounting ambiguity, and the role of bubbles. (2010). Acciaio, Beatrice ; Penner, Irina ; Foellmer, Hans.
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24. Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions. (2010). Kluppelberg, Claudia ; Pergamenchtchikov, Serguei .
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25. Time consistency and moving horizons for risk measures. (2010). Elliott, Robert J. ; Cohen, Samuel N..
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26. Short note on inf-convolution preserving the Fatou property. (2009). .
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27. TVaR-based capital allocation with copulas. (2009). Marceau, Etienne ; Barges, Mathieu ; Cossette, Helene.
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28. An Econometric Analysis of Financial Data in Risk Management. (2008). Fantazzini, Dean.
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29. Maximum Certain Equivalent Excess Returns and Equivalent Preference Criteria Part I - Theory. (2008). Pezier, Jacques .
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30. Nested simulation in portfolio risk measurement. (2008). Gordy, Michael ; Juneja, Sandeep.
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31. Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures. (2007). le Van, Cuong ; Dana, Rose-Anne .
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32. Risk and economic sustainability of crop farming systems. (2007). Hardaker, Brian J. ; Flaten, Ola ; Lien, Gudbrand.
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33. Bid-Ask Dynamic Pricing in Financial Markets with Transaction Costs and Liquidity Risk. (2007). Bion-Nadal, Jocelyne .
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34. Creazione di valore per gli shareholders e gli stakeholders: una fondazione analitica dei principali indicatori di valore. (2006). Mazzoni, Giancarlo ; Masera, Rainer S..
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35. Appropriateness of Default Investment Options in Defined Contribution Plans: The Australian Evidence. (2006). Drew, Michael ; Basu, Anup.
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36. Risk measures for derivatives with Markov-modulated pure jump processes. (2006). Siu, Tak Kuen.
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37. A tale of tails: an empirical analysis of loss distribution models for estimating operational risk capital. (2006). Perry, Jason ; Dutta, Kabir.
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38. Multivariate risks and depth-trimmed regions. (2006). Cascos, Ignacio ; Molchanov, Ilya.
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39. Bank Trading Risk and Systemic Risk. (2005). Jorion, Philippe.
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40. Diversification and Performance in Banking: The Israeli Case. (2005). Landskroner, Yoram ; Zaken, David ; Ruthenberg, David.
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41. The Present, Future and Imperfect of Financial Risk Management. (2004). Alexandra, Carol.
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42. On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Tong, Howell ; Siu, Tak Kuen.
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43. Computational Tools for the Analysis of Market Risk. (2003). .
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44. VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions. (2003). Malevergne, Yannick ; Sornette, D..
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45. Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets. (2002). Malevergne, Yannick ; Sornette, D..
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46. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Carlo, Acerbi ; Prospero, Simonetti .
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47. On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk.
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48. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
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49. Expected Shortfall: a natural coherent alternative to Value at Risk. (2001). Acerbi, Carlo ; Tasche, Dirk.
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50. The Basis Risk of Catastrophic-Loss Index Securities. (2000). Phillips, Richard ; Cummins, John ; Lalonde, David.
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