most citedSpectral Risk Measures and the Choice of Risk Aversion Function

4 citations · 8 across the 16 of their papers we have counts for

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q-fin.GN2011

How Unlucky is 25-Sigma?

Kevin Dowd, John Cotter, Chris Humphrey +1

One of the more memorable moments of last summer's credit crunch came when the CFO of Goldman Sachs, David Viniar, announced in August that Goldman's flagship GEO hedge fund had lo…