Instefjord, Norvald.
Definitions of risk [electronic resource] / Norvald Instefjord. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (39 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Distributional properties of risk -- Variance -- Risk aversion and variance aversion -- First order stochastic dominance -- Second order stochastic dominance -- Axiomatic approach to risk measures -- Risk as a choice variable -- Acceptable and non-acceptable risk -- Single-dimensional risk measures -- Risk measure and risk capital -- Coherent risk measurers -- Value-at-Risk (VaR) is not coherent -- TailVaR and worst conditional expectations -- Rothschild/Stiglitz increasing risk -- Conclusions: risk definition depends on context and purpose.
Access restricted to subscribers.
Mode of access: World Wide Web.
1215 Henry Stewart Talks
Financial risk management.
Definitions of risk [electronic resource] / Norvald Instefjord. - London : Henry Stewart Talks, 2007. - 1 online resource (1 streaming video file (39 min.) : color, sound). - Quantitative financial risk management : fundamentals, models and techniques, 2056-4570 . - Henry Stewart talks. Business & management collection. Quantitative financial risk management. .
Animated audio-visual presentations with synchronized narration. Title from title frames.
Contents: Distributional properties of risk -- Variance -- Risk aversion and variance aversion -- First order stochastic dominance -- Second order stochastic dominance -- Axiomatic approach to risk measures -- Risk as a choice variable -- Acceptable and non-acceptable risk -- Single-dimensional risk measures -- Risk measure and risk capital -- Coherent risk measurers -- Value-at-Risk (VaR) is not coherent -- TailVaR and worst conditional expectations -- Rothschild/Stiglitz increasing risk -- Conclusions: risk definition depends on context and purpose.
Access restricted to subscribers.
Mode of access: World Wide Web.
1215 Henry Stewart Talks
Financial risk management.