Risk measures and attitudes
Auteur :
Biagini, Francesca
ISBN :
9781447149255
Date de publication :
31 janv. 2013
Dimensions :
23,5 x 15,5 x 1,0 cm
Poids :
209 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This book shows that unlike earlier approaches, modern theory incorporates more sophisticated analysis of risk measures and risk attitudes, which are intertwined in such settings as portfolio choice, mitigating credit risk and comparing risky alternatives.