| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 9663893 | European Journal of Operational Research | 2005 | 15 Pages |
Abstract
The conditions under which the classical measures of risk like the mean, the linear correlation coefficient and VaR can be used are discussed. The definition of risk measure and the main recently proposed risk measures are presented. The problems connected with co-dependence are outlined.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Giorgio Szegö,