2 citations · 2 across the 2 of their papers we have counts for
1 paper · 1 filter
Palash Agrawal, Gersi Doko, Maeve Burwell +1
Monetary risk measures have gained popularity for expressing decision-makers' risk aversion. Value-at-Risk (VaR) and Conditional-Value-at-Risk (CVaR), in particular, are used commo…