Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/7633
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dc.contributor.authorBrynjar Bustnes.en_US
dc.contributor.authorKoong, Chee Seng.-
dc.contributor.authorLee, Ho Sung.-
dc.date.accessioned2008-09-18T07:48:45Z-
dc.date.available2008-09-18T07:48:45Z-
dc.date.copyright2003en_US
dc.date.issued2003-
dc.identifier.urihttp://hdl.handle.net/10356/7633-
dc.description.abstractIn 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).en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Operations management::Risk management-
dc.titleRisk measures : in search of the Holy Grail.en_US
dc.typeThesisen_US
dc.contributor.supervisorCharoenwong, Charlieen_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
dc.description.degreeMaster of Science (Financial Engineering)en_US
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