TY  - ADVS
AU  - Instefjord,Norvald
TI  - Definitions of risk
T2  - Quantitative financial risk management : fundamentals, models and techniques,
PY  - 2007///
CY  - London
PB  - Henry Stewart Talks
KW  - Financial risk management
N1  - 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
UR  - https://hstalks.com/bm/4/
UR  - https://hstalks.com/bm/p/5/
ER  -