Modeling, Measuring and Managing Risk

Pflug, G.C. ORCID: https://orcid.org/0000-0001-8215-3550 & Roemisch, W. (2007). Modeling, Measuring and Managing Risk. London: World Scientific Publishing Company. ISBN 9812707409

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Abstract

This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk.

The book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities, and also shows the embedding of such functionals in decision models and the properties of these models.

Item Type:	Book
Research Programs:	Risk and Vulnerability (RAV)
Bibliographic Reference:	World Scientific Publishing Company, London, U.K. [2007]
Related URLs:	Publisher - http://www.worldscibooks.com/business/6478.html
Depositing User:	IIASA Import
Date Deposited:	15 Jan 2016 08:39
Last Modified:	27 Aug 2021 17:19
URI:	https://pure.iiasa.ac.at/8255

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