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6. A scenario-based description of optimal American capital guaranteed strategies. (2013). Attaoui, Sami ; Lacoste, Vincent.
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1. Accuracies of Model Risks in Finance using Machine Learning. (2021). SADEFO, Jules ; Fadugba, Jeremiah ; Osei, Salomey ; Kamdem, Jules Sadefo ; Mpinda, Berthine Nyunga.
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2. Aspects of a phase transition in high-dimensional random geometry. (2021). Pruser, Axel ; Engel, Andreas ; Kondor, Imre.
   In: Papers.
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3. Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver. (2020). Bianchi, Robert J ; MacDonald, Kirsten L ; Drew, Michael E.
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4. On the equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization. (2020). Zhang, Fangyuan ; Stadje, Mitja ; Chen, AN.
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5. Risk: An R Package for Financial Risk Measures. (2019). Nadarajah, Saralees ; Chan, Stephen.
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6. Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level. (2017). Kato, Takashi.
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7. LIQUIDITY RISK AND INSTABILITIES IN PORTFOLIO OPTIMIZATION. (2016). Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo ; Kondor, Imre.
   In: International Journal of Theoretical and Applied Finance (IJTAF).
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8. TERES - Tail Event Risk Expectile based Shortfall. (2015). Mihoci, Andrija ; Härdle, Wolfgang ; Gschoepf, Philipp ; Hardle, Wolfgang Karl ; Gschopf, Philipp .
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9. Equally-weighted Risk Contribution Portfolios: an empirical study using expected shortfall. (2014). Casuccio, Giulio ; Cagna, Elisabetta .
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10. $L_p$ regularized portfolio optimization. (2014). Kondor, Imre ; Caccioli, Fabio ; Still, Susanne ; Marsili, Matteo.
    In: Papers.
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11. External Risk Measures and Basel Accords. (2013). Heyde, Chris C ; Peng, Xianhua ; Kou, Steven.
    In: Mathematics of Operations Research.
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12. Ranking of VaR and ES Models: Performance in Developed and Emerging Markets. (2013). Žiković, Saša ; Filer, Randall ; IKOVIa, Saa .
    In: Czech Journal of Economics and Finance (Finance a uver).
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13. Multivariate distribution defined with Farlie–Gumbel–Morgenstern copula and mixed Erlang marginals: Aggregation and capital allocation. (2013). Marceau, Etienne ; Cote, Marie-Pier ; Moutanabbir, Khouzeima ; Cossette, Helene.
    In: Insurance: Mathematics and Economics.
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14. Fat tails, VaR and subadditivity. (2013). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Sarma, Mandira ; Samorodnitsky, Gennady.
    In: Journal of Econometrics.
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15. Computing risk measures for non-normal asset returns using Copula theory. (2013). Mansouri, Faysal ; Mzoughi, Hela .
    In: The Empirical Econometrics and Quantitative Economics Letters.
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16. Recovery Risiko in der Kreditportfoliomodellierung. (2012). Stefanova, Maria.
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17. Detecting Risk Transfer in Financial Markets using Different Risk Measures. (2012). Osinska, Magdalena ; Faldzinski, Marcin ; Marcin Fałdziński, Magdalena Osińska, Tomasz Zd, .
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18. A non-linear programming model for insurance company investment portfolio management in Nigeria. (2012). Oyatoye, Emmanuel Olateju ; Arilesere, Waheed Oladimeji .
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19. TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts. (2012). Cossette, Hlne ; Marceau, tienne ; Mailhot, Mlina .
    In: Insurance: Mathematics and Economics.
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20. Ranking of VaR and ES Models: Performance in Developed and Emerging Markets. (2012). Žiković, Saša ; Filer, Randall ; Zikovic, Sasa .
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21. An analysis of risk-based asset allocation and portfolio insurance strategies. (2011). Theobald, Michael ; Ho, Lan-Chih ; Cadle, John .
    In: Review of Quantitative Finance and Accounting.
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22. Extreme value theory for finance: a survey. (2011). Rocco, Marco .
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23. INSTABILITY OF PORTFOLIO OPTIMIZATION UNDER COHERENT RISK MEASURES. (2010). Kondor, Imre ; Varga-Haszonits, Istvan.
    In: Advances in Complex Systems (ACS).
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24. Modified Estimators of the Expected Shortfall. (2009). .
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25. Lower Partial Moments as a measure of vulnerability to poverty in Cameroon. (2009). Witt, Rudolf ; Waibel, Hermann.
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26. TVaR-based capital allocation with copulas. (2009). Marceau, Etienne ; Barges, Mathieu ; Cossette, Helene.
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27. Portfolio optimization with CVaR under VG process. (2009). Yu, Jinping ; Yang, Xiaofeng ; Li, Shenghong.
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28. TVaR-based capital allocation with copulas. (2009). Cossette, Helene ; Marceau, tienne ; Barges, Mathieu .
    In: Insurance: Mathematics and Economics.
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29. Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets. (2009). Žiković, Saša ; Filer, Randall ; Zikovic, Sasa .
    In: CESifo Working Paper Series.
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30. Portfolio selection in an expected shortfall framework during the recent ‘credit crunch’ period. (2008). Theobald, Michael ; Cadle, John ; Ho, Lan-Chih.
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31. Peaks-over-threshold stability of multivariate generalized Pareto distributions. (2008). Guillou, Armelle ; Falk, Michael .
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32. Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa .
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33. The instability of downside risk measures. (2008). Kondor, Imre ; Varga-Haszonits, Istvan.
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34. Backtesting VaR Models: A Τwo-Stage Procedure. (2007). Degiannakis, Stavros ; Angelidis, Timotheos.
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35. Backtesting VaR Models: A Τwo-Stage Procedure. (2007). Degiannakis, Stavros ; Angelidis, Timotheos.
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36. Backtesting VaR Models: An Expected Shortfall Approach. (2007). Degiannakis, Stavros ; Angelidis, Timotheos.
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37. Consistent measures of risk. (2006). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Sarma, Mandira ; Zigrand, Jean-Pierre.
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38. The impact of financial leverage on risk of equity measured by loss-oriented risk measures: An option pricing approach. (2006). Sander, Priit ; Karma, Otto.
    In: European Journal of Operational Research.
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39. Methodology of measuring performance in alternative investment.. (2005). Nagot, Isabelle ; Bonnet, Alexis .
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40. Methodology of measuring performance in alternative investment. (2005). Bonnet, Alexis ; Nagot, Isabelle.
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41. Subadditivity re–examined: the case for value-at-risk. (2005). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Mandira, Sarma ; Samorodnitsky, Gennady.
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42. On the significance of expected shortfall as a coherent risk measure. (2005). Inui, Koji ; Kijima, Masaaki.
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43. Expected shortfall and beyond. (2002). Tasche, Dirk.
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44. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
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47. Expected Shortfall and Beyond. (2002). .
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48. On the coherence of Expected Shortfall. (2002). Acerbi, Carlo ; Tasche, Dirk.
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49. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
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50. Expected Shortfall: a natural coherent alternative to Value at Risk. (2001). Acerbi, Carlo ; Tasche, Dirk.
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