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https://hdl.handle.net/10356/7633| Title: | Risk measures : in search of the Holy Grail. | Authors: | Brynjar Bustnes. Koong, Chee Seng. Lee, Ho Sung. |
Keywords: | DRNTU::Business::Operations management::Risk management | Issue Date: | 2003 | Abstract: | In this dissertation, we review the development of risk measures in finance, starting from the traditional risk measures to the more recent downside risk measures. We outline the desirable properties that one should expect form a risk measure. There are several frameworks developed for this and we pay special attention to works of Pedersen and Satchell (1998). | URI: | http://hdl.handle.net/10356/7633 | Schools: | Nanyang Business School | Rights: | Nanyang Technological University | Fulltext Permission: | restricted | Fulltext Availability: | With Fulltext |
| Appears in Collections: | NBS Theses |
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| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-THESES_55.pdf Restricted Access | 1.17 MB | Adobe PDF | View/Open |
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