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3. The two-sided Weibull distribution and forecasting financial tail risk. (2013). Gerlach, Richard H. ; Chen, Qian.
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5. Portfolio Diversification under Local and Moderate Deviations from Power Laws.. (2008). Ibragimov, Rustam ; Walden, Johan.
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6. Portfolio diversification under local and moderate deviations from power laws. (2008). Ibragimov, Rustam ; Walden, Johan.
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7. The modified weibull distribution for asset returns: reply. (2006). Malevergne, Yannick ; Pisarenko, V. ; Sornette, D..
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2. The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel.
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3. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
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4. Stochastic linear programming games with concave preferences. (2015). Uhan, Nelson A..
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6. Optimal risk transfer under quantile-based risk measurers. (2013). Verdonck, Tim ; Asimit, Alexandru V. ; Badescu, Alexandru M..
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7. Set-valued average value at risk and its computation. (2013). Yankova, Mihaela ; Rudloff, Birgit ; Hamel, Andreas H..
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8. The connection between distortion risk measures and ordered weighted averaging operators. (2012). Merigó, José M. ; Guillen, Montserrat ; Santolino, Miguel ; Merigo, Jose M. ; Belles-Sampera, Jaume.
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9. Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. (2011). Shapiro, Alexander ; Chun, So Yeon ; Uryasev, Stan.
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10. Extreme value theory for finance: a survey. (2011). Rocco, Marco .
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11. Saddlepoint methods in portfolio theory. (2011). Martin, Richard J.
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12. On the impossibility of fair risk allocation. (2010). Pintér, Miklós ; Csóka, Péter ; Csoka, Peter ; Pinter, Miklos.
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13. Minimizing Conditional Value-at-Risk under Constraint on Expected Value. (2010). Xu, Mingxin ; Li, Jing.
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14. TVaR-based capital allocation with copulas. (2009). Barges, Mathieu ; Cossette, Helene ; Marceau, Etienne.
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15. Stable allocations of risk. (2009). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Koczy, Laszlo Á., .
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17. Regulatory capital for market and credit risk interaction: is current regulation always conservative?. (2008). Summer, Martin ; Rheinberger, Klaus ; Breuer, Thomas ; Jandacka, Martin .
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18. An Econometric Analysis of Financial Data in Risk Management. (2008). Fantazzini, Dean.
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21. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
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29. Stable Allocations of Risk. (2007). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Csoka, Peter ; Koczy, Laszlo a..
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32. Don’t Fall from the Saddle: the Importance of Higher Moments of Credit Loss Distributions. (2006). LAMOOT, J. ; Annaert, J. ; LANINE, G. ; Crispiniano Garcia Joao Batista, .
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36. Reducing Asset Weights Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization. (2006). Tilke, Stephan.
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37. Noise sensitivity of portfolio selection under various risk measures. (2006). Kondor, Imre ; Pafka, Szilard ; Nagy, Gabor.
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38. Measuring sectoral diversification in an asymptotic multi-factor framework. (2006). Tasche, Dirk.
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40. Risk Measure Pricing and Hedging in Incomplete Markets. (2005). Xu, Mingxin.
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41. Methodology of measuring performance in alternative investment. (2005). Nagot, Isabelle ; Bonnet, Alexis .
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45. Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej.
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46. Backtesting for risk-based regulatory capital. (2004). Melenberg, Bertrand ; Kerkhof, Jeroen.
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47. Expected shortfall and beyond. (2002). Tasche, Dirk.
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48. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
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50. Credit Risk Contributions to Value-at-Risk and Expected Shortfall. (2002). Tasche, Dirk ; Kurth, Alexandre .
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