| Tekijä: | Mazzoleni, P. |
| Otsikko: | Risk measures and return performance: A critical approach |
| Lehti: | European Journal of Operational Research
2004 : JUN, VOL. 155:2, p. 268- |
| Asiasana: | Risk measurement Risk management Optimization |
| Kieli: | eng |
| Tiivistelmä: | Aim of this paper if to review the current literature to show how one-side and intertemporal elements have to be explicitly included in the definition of a risk measure, to give a flexible policy instrument to risk managers. A new one-site dynamic measure is then defined according to suitable coherence conditions. |
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