Transformation of Various Measures of Financial Risks with their Limitation on Outcomes Associated with Losses

In assessing the risk of investing in various financial assets, risk management focuses on the analysis of the worst possible losses (the right tail of the loss distribution). At the same time, most often, when speaking about losses, it is assumed that losses can, in principle, take on negative valu...

Ausführliche Beschreibung

Bibliografische Detailangaben

1. Verfasser:	V. B. Minasyan
Format:	Artigo
Sprache:	Russo
Veröffentlicht:	Government of the Russian Federation, Financial University 2024-04-01
Schriftenreihe:	Финансы: теория и практика
Schlagworte:	transformation of risk measures limitation of risk measures on losses catastrophic financial risks risk measures distortion of expectation coherent measures of financial risks measures of risk <i>var</i> in degree <i>t</i> risk measures <i>es</i> to the power <i>t</i>
Online-Zugang:	https://financetp.fa.ru/jour/article/view/2820
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