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Risk Management

Authors and titles for recent submissions

[ total of 6 entries: 1-6 ]
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Fri, 18 May 2018

[1]  arXiv:1805.06632 [pdf, other]
Title: Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions
Comments: 36 pages, 4 figures, submitted to Operations Research
Subjects: Risk Management (q-fin.RM)

Tue, 15 May 2018

[2]  arXiv:1805.05259 [pdf, ps, other]
Title: The strong Fatou property of risk measures
Subjects: Risk Management (q-fin.RM)
[3]  arXiv:1805.04698 [pdf, other]
Title: Bitcoin Risk Modeling with Blockchain Graphs
Comments: JEL Classification: C58, C63, G18
Subjects: Risk Management (q-fin.RM)

Mon, 14 May 2018

[4]  arXiv:1805.04325 [pdf, other]
Title: Network Sensitivity of Systemic Risk
Subjects: Risk Management (q-fin.RM); Physics and Society (physics.soc-ph)

Fri, 11 May 2018

[5]  arXiv:1805.03890 [pdf, other]
Title: Improving Value-at-Risk prediction under model uncertainty
Comments: 44 pages, 7 figures, 7 tables
Subjects: Risk Management (q-fin.RM)

Thu, 3 May 2018

[6]  arXiv:1805.00898 [pdf]
Title: Chebyshev Methods for Ultra-efficient Risk Calculations
Comments: 23 pages
Subjects: Risk Management (q-fin.RM)
[ total of 6 entries: 1-6 ]
[ showing up to 25 entries per page: fewer | more ]

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