Contents 1. Note iv 2. Preface to On Methods of Optimal Risk Management iv
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Abstract:
Prof. Dr. Ralf Korn, for supervising the writing of the masteral thesis On Methods of Optimal Risk Management from which this paper is based. Abstract. The main focus of the report is methods of optimal risk management. Issues concerning risk management are discussed in this paper. As an introduction, we discuss the different theories regarding risk management practices of firms. Next, issues about value-at-risk and other risk measures is discussed. Finally, optimal risk management in
Citations
| 54 | Optimization of conditional value–at–risk – Rockafellar, Uryasev - 2000 |
