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1. Adjusted Expected Shortfall. (2020). Munari, Cosimo ; Burzoni, Matteo ; Wang, Ruodu.
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2. The Impact of the Choice of Risk and Dispersion Measure on Procyclicality. (2020). Kratz, Marie ; Brautigam, Marcel.
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3. Quantifying Risk in Traditional Energy and Sustainable Investments. (2019). Mora-Valencia, Andrés ; Garcia-Donato, Gonzalo ; Diaz, Antonio.
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4. Stochastic linear programming games with concave preferences. (2015). Uhan, Nelson A..
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5. Comparative and qualitative robustness for law-invariant risk measures. (2014). Schied, Alexander ; Kratschmer, Volker ; Zahle, Henryk.
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6. Optimal risk transfer under quantile-based risk measurers. (2013). Badescu, Alexandru M. ; Verdonck, Tim ; Asimit, Alexandru V..
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7. Set-valued average value at risk and its computation. (2013). Hamel, Andreas H. ; Yankova, Mihaela ; Rudloff, Birgit.
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8. The connection between distortion risk measures and ordered weighted averaging operators. (2012). Merigó, José M. ; Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel ; Merigo, Jose M..
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9. Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. (2011). Shapiro, Alexander ; Chun, So Yeon ; Uryasev, Stan.
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10. Extreme value theory for finance: a survey. (2011). Rocco, Marco .
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11. Saddlepoint methods in portfolio theory. (2011). Martin, Richard J.
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12. On the impossibility of fair risk allocation. (2010). Pintér, Miklós ; Csóka, Péter ; Pinter, Miklos ; Csoka, Peter.
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13. Minimizing Conditional Value-at-Risk under Constraint on Expected Value. (2010). Xu, Mingxin ; Li, Jing.
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14. TVaR-based capital allocation with copulas. (2009). Marceau, Etienne ; Barges, Mathieu ; Cossette, Helene.
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15. Stable allocations of risk. (2009). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Koczy, Laszlo Á., .
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16. The effect of downside risk reduction on UK equity portfolios included with Managed Futures Funds. (2009). Tee, Kai-Hong .
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17. Regulatory capital for market and credit risk interaction: is current regulation always conservative?. (2008). Summer, Martin ; Rheinberger, Klaus ; Breuer, Thomas ; Jandacka, Martin .
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18. An Econometric Analysis of Financial Data in Risk Management. (2008). Fantazzini, Dean.
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19. Stable Allocations of Risk. (2008). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Laszlo Á. Koczy, ; Csoka, Peter.
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20. Nested simulation in portfolio risk measurement. (2008). Gordy, Michael ; Juneja, Sandeep.
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21. Nonparametric estimation of conditional VaR and expected shortfall. (2008). CAI, ZONGWU ; Wang, Xian.
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22. Portfolio selection with uncertain exit time: A robust CVaR approach. (2008). Fabozzi, Frank ; Huang, Dashan ; Zhu, Shu-Shang ; Fukushima, Masao.
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23. A Bayesian approach to estimate the marginal loss distributions in operational risk management. (2008). Giudici, Paolo ; Dalla Valle, Luciana.
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24. Measuring concentration risk for regulatory purposes. (2007). Vohringer, Clemens ; Hibbeln, Martin ; Gurtler, Marc.
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25. Could Regional and Cantonal Banks Reduce Credit Risk through National Diversification?. (2007). Rime, Bertrand .
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26. Managerial Risk Accounting and Control – A German perspective. (2007). Winter, Peter.
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27. Tradable measure of risk. (2007). Xu, Mingxin ; Vecer, Jan ; Pospisil, Libor .
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28. The limits of diversification when losses may be large.. (2007). Walden, Johan ; Ibragimov, Rustam.
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29. Stable Allocations of Risk. (2007). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Laszlo Á. Koczy, ; Csoka, Peter.
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30. A Component GARCH Model with Time Varying Weights. (2007). Storti, Giuseppe ; Bauwens, Luc ; G., STORTI, .
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31. Weighted V@R and its Properties. (2006). Cherny, A..
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32. Don’t Fall from the Saddle: the Importance of Higher Moments of Credit Loss Distributions. (2006). LAMOOT, J. ; Annaert, J. ; LANINE, G. ; Crispiniano Garcia Joao Batista, .
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33. Tail Conditional Expectation for vector-valued Risks. (2006). Bentahar, Imen ; BEN TAHAR, IMEN .
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34. Coherent Measures of Risk from a General Equilibrium Perspective. (2006). Kóczy, László ; Herings, P. Jean-Jacques ; Csóka, Péter ; Koczy, Laszlo ; Csoka, Peter.
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35. Auto-Dependence Structure of Arch-Models: Tail Dependence Coefficients. (2006). Brummelhuis, Raymond.
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36. Reducing Asset Weights Volatility by Importance Sampling in Stochastic Credit Portfolio Optimization. (2006). Tilke, Stephan.
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37. Noise sensitivity of portfolio selection under various risk measures. (2006). Kondor, Imre ; Nagy, Gabor ; Pafka, Szilard .
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38. Measuring sectoral diversification in an asymptotic multi-factor framework. (2006). Tasche, Dirk.
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39. Inverse stochastic dominance constraints and rank dependent expected utility theory. (2005). Ruszczynski, Andrzej ; Dentcheva, Darinka.
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40. Risk Measure Pricing and Hedging in Incomplete Markets. (2005). Xu, Mingxin.
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41. Methodology of measuring performance in alternative investment.. (2005). Nagot, Isabelle ; Bonnet, Alexis .
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42. Coherent risk measures under filtered historical simulation. (2005). Giannopoulos, Kostas ; Tunaru, Radu.
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43. Sensitivity analysis of VaR and Expected Shortfall for portfolios under netting agreements. (2005). Scaillet, Olivier ; Fermanian, Jean-David.
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44. On the significance of expected shortfall as a coherent risk measure. (2005). Inui, Koji ; Kijima, Masaaki.
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45. Optimization of Risk Measures. (2004). Shapiro, Alexander ; Ruszczynski, Andrzej.
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46. Backtesting for risk-based regulatory capital. (2004). Melenberg, Bertrand ; Kerkhof, Jeroen.
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47. Expected shortfall and beyond. (2002). Tasche, Dirk.
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48. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
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49. Measures of risk. (2002). Szego, Giorgio .
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50. Credit Risk Contributions to Value-at-Risk and Expected Shortfall. (2002). Tasche, Dirk ; Kurth, Alexandre .
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