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Modeling, Measuring and Managing Risk

Author

Listed:
  • Georg Ch Pflug

    (University of Vienna, Austria)

  • Werner Römisch

    (Humboldt-University Berlin, Germany)

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.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • Georg Ch Pflug & Werner Römisch, 2007. "Modeling, Measuring and Managing Risk," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6478, December.
    • Handle: RePEc:wsi:wsbook:6478
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/6478
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    Book Chapters

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