- Settlements: A
glossary of
terms used in
payments and
settlement systems [1]
Artzner, P.; Delbaen, F.; Eber, J.; Heath, D. (July 1999). "Coherent
measure of...
-
American folk
music duo.
Established in 1973 by
Terry Leonino and Greg
Artzner in Kent, Ohio, the band's
repertoire focuses on
topical music and social...
- ISBN 978-0-470-31958-1.
Lawrence York (2009), Best
Practices in
Governance Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath,
David (1999). "Coherent...
-
Narayanan T,
Dedieu JC,
Keller G,
Torres ML, Cherif-Cheikh R,
Calvo P,
Artzner F (2003). "Biomimetic organization:
Octapeptide self-****embly into nanotubes...
-
proved a
version for
unbounded price processes. In a
joint paper with P.
Artzner, J. M. Eber and D. Heath, he
introduced the
concept of (coherent) risk...
-
Sentilhes L, Ghesquière L, Desbrière R,
Ducarme G,
Attali L,
Jarnoux A,
Artzner F,
Tranchant A,
Schmitz T, Sénat MV (November 2022). "Consensus formalisé...
-
portfolios and
extreme risk management, Best of Wilmott, 2003 "Coherent
measures of Risk",
Philippe Artzner,
Freddy Delbaen, Jean-Marc Eber, and
David Heath...
-
measure Conditional value-at-risk
Entropic value at risk
Financial risk
Artzner, P.; Delbaen, F.; Eber, J. M.; Heath, D. (1999). "Coherent
Measures of...
-
measure Value at risk Worst-case risk
measure Empirical risk
minimization Artzner, Philippe; Delbaen, Freddy; Eber, Jean-Marc; Heath,
David (1999). "Coherent...
-
large negative or
positive values.
Using the
negative value convention,
Artzner and
others define the tail
value at risk as:
Given a
random variable X...
