{"title":"风险的货币计量:关键概述-第一部分:一般定义和风险价值","authors":"Lionel Lecesne, Andrea Roncoroni","doi":"10.2139/ssrn.2689131","DOIUrl":null,"url":null,"abstract":"We develop a self-contained pedagogical introduction to monetary measures of risk. This part deals with general definitions and a treatment of Value-at-Risk.","PeriodicalId":203996,"journal":{"name":"ERN: Value-at-Risk (Topic)","volume":"192 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2013-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Monetary Measurement of Risk: A Critical Overview - Part I: General Definitions and Value-at-Risk\",\"authors\":\"Lionel Lecesne, Andrea Roncoroni\",\"doi\":\"10.2139/ssrn.2689131\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We develop a self-contained pedagogical introduction to monetary measures of risk. This part deals with general definitions and a treatment of Value-at-Risk.\",\"PeriodicalId\":203996,\"journal\":{\"name\":\"ERN: Value-at-Risk (Topic)\",\"volume\":\"192 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2013-08-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Value-at-Risk (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2689131\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Value-at-Risk (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2689131","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Monetary Measurement of Risk: A Critical Overview - Part I: General Definitions and Value-at-Risk
We develop a self-contained pedagogical introduction to monetary measures of risk. This part deals with general definitions and a treatment of Value-at-Risk.