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- Spectral_risk_measure abstract "A Spectral risk measure is a risk measure given as a weighted average of outcomes where bad outcomes are, typically, included with larger weights. A spectral risk measure is a function of portfolio returns and outputs the amount of the numeraire (typically a currency) to be kept in reserve. A spectral risk measure is always a coherent risk measure, but the converse does not always hold. An advantage of spectral measures is the way in which they can be related to risk aversion, and particularly to a utility function, through the weights given to the possible portfolio returns.".
- Spectral_risk_measure wikiPageID "12501014".
- Spectral_risk_measure wikiPageLength "4752".
- Spectral_risk_measure wikiPageOutDegree "20".
- Spectral_risk_measure wikiPageRevisionID "670707082".
- Spectral_risk_measure wikiPageWikiLink Category:Financial_risk.
- Spectral_risk_measure wikiPageWikiLink Category:Mathematical_finance.
- Spectral_risk_measure wikiPageWikiLink Coherent_risk_measure.
- Spectral_risk_measure wikiPageWikiLink Comonotonicity.
- Spectral_risk_measure wikiPageWikiLink Continuous_function.
- Spectral_risk_measure wikiPageWikiLink Cumulative_distribution_function.
- Spectral_risk_measure wikiPageWikiLink Currency.
- Spectral_risk_measure wikiPageWikiLink Distortion_risk_measure.
- Spectral_risk_measure wikiPageWikiLink Expected_shortfall.
- Spectral_risk_measure wikiPageWikiLink Expected_value.
- Spectral_risk_measure wikiPageWikiLink Numeraire.
- Spectral_risk_measure wikiPageWikiLink Numéraire.
- Spectral_risk_measure wikiPageWikiLink Order_statistic.
- Spectral_risk_measure wikiPageWikiLink Order_statistics.
- Spectral_risk_measure wikiPageWikiLink Portfolio_(finance).
- Spectral_risk_measure wikiPageWikiLink Risk_aversion.
- Spectral_risk_measure wikiPageWikiLink Risk_measure.
- Spectral_risk_measure wikiPageWikiLink Utility.
- Spectral_risk_measure wikiPageWikiLink Utility_function.
- Spectral_risk_measure wikiPageWikiLink Weighted_arithmetic_mean.
- Spectral_risk_measure wikiPageWikiLink Weighted_average.
- Spectral_risk_measure wikiPageWikiLinkText "Spectral risk measure".
- Spectral_risk_measure wikiPageWikiLinkText "spectral".
- Spectral_risk_measure hasPhotoCollection Spectral_risk_measure.
- Spectral_risk_measure wikiPageUsesTemplate Template:Reflist.
- Spectral_risk_measure subject Category:Financial_risk.
- Spectral_risk_measure subject Category:Mathematical_finance.
- Spectral_risk_measure hypernym Measure.
- Spectral_risk_measure type Work.
- Spectral_risk_measure type Field.
- Spectral_risk_measure type Occupation.
- Spectral_risk_measure comment "A Spectral risk measure is a risk measure given as a weighted average of outcomes where bad outcomes are, typically, included with larger weights. A spectral risk measure is a function of portfolio returns and outputs the amount of the numeraire (typically a currency) to be kept in reserve. A spectral risk measure is always a coherent risk measure, but the converse does not always hold.".
- Spectral_risk_measure label "Spectral risk measure".
- Spectral_risk_measure sameAs m.02w973q.
- Spectral_risk_measure sameAs Q7575204.
- Spectral_risk_measure sameAs Q7575204.
- Spectral_risk_measure wasDerivedFrom Spectral_risk_measure?oldid=670707082.
- Spectral_risk_measure isPrimaryTopicOf Spectral_risk_measure.