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Thinking Coherently for Everyone
Friday, October 28, 2011 » Tags:In this very short paper, I try to summarize the importance of coherent risk measures using clear examples.
The paper should be readable for everyone, and more in particular should be a pleasure to read for people who do not like mathematics that much … and btw, it is only four...
Investment Risk and Risk Classes
Thursday, October 01, 1998 » Tags:This paper aims to present a risk classification that can be used for all investment funds and that is close to what the investor perceives as “risk”. The method further tries to use as few arbitrary parameters as possible and the assumptions are limit to the maximal extend. We...