Reference health
Risk Measures: Theoretical Foundations and New Perspectives
102/102 checkable references clean · checked 2026-08-29
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
52 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 102 checked references that resolve
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Spectral measures of risk: A coherent representation of subjective risk aversion
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Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
resolves10.1080/10920277.2007.10597446
Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances
resolves10.1111/j.1540-6261.1977.tb03364.x
CONVERTIBLE BONDS: VALUATION AND OPTIMAL STRATEGIES FOR CALL AND CONVERSION
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The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors
resolves10.5089/9781451863642.001
Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance
resolves10.1016/j.jbankfin.2006.01.008
Extreme spectral risk measures: An application to futures clearinghouse margin requirements
resolves10.1057/9781137554178_3
Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach
resolves10.2139/ssrn.643481
Second Order Stochastic Dominance, Reward-Risk Portfolio Selection and the CAPM
resolves10.2143/ast.20.2.2005441
Premium Calculation: Why Standard Deviation Should be Replaced by Absolute Deviation
resolves10.1111/1468-0262.00208
Term Structures of Credit Spreads with Incomplete Accounting Information
resolves10.1016/b978-044450896-6.50010-8
Modelling Dependence with Copulas and Applications to Risk Management
resolves10.1017/cbo9780511615337.008
Correlation and Dependence in Risk Management: Properties and Pitfalls
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/s0167-6687(02)00209-3
Risk capital allocation by coherent risk measures based on one-sided moments
resolves10.1016/s0378-4266(02)00265-0
VaR and expected shortfall in portfolios of dependent credit risks: Conceptual and practical insights
resolves10.1080/713665877
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach
resolves10.1029/wr015i005p01049
Probability weighted moments: Definition and relation to parameters of several distributions expressable in inverse form
resolves10.2143/ast.36.1.2014149
Dynamic Portfolio Allocation, the Dual Theory of Choice and Probability Distortion Functions
resolves10.1111/j.2517-6161.1990.tb01775.x
L-Moments: Analysis and Estimation of Distributions Using Linear Combinations of Order Statistics
resolves10.2307/2109682
On the Frequency of Large Stock Returns: Putting Booms and Busts into Perspective
resolves10.1111/j.1540-6261.1995.tb05167.x
Pricing Derivatives on Financial Securities Subject to Credit Risk
resolves10.1016/j.csda.2005.09.014
Estimation of quantile mixtures via L-moments and trimmed L-moments
resolves10.1111/j.1540-6261.1995.tb04037.x
A Simple Approach to Valuing Risky Fixed and Floating Rate Debt
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1111/j.1540-6261.1983.tb02499.x
On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice
resolves10.1007/bf02289197
On the Identifiability of Parameters in Thurstone's Multiple Factor Analysis
resolves10.2307/3038236
Risk Aversion in Quiggin and Yaari's Rank-Order Model of Choice Under Uncertainty
resolves10.2307/1911515
Some Stronger Measures of Risk Aversion in the Small and the Large with Applications
resolves10.1007/s10436-009-0138-6
VaR and ES for linear portfolios with mixture of generalized Laplace distributions risk factors
resolves10.1002/nav.3800010316
The foundations of statistics. By Leonard J. Savage, John Wiley & Sons, Inc., 1954, 294 pp
resolves10.1111/j.0960-1627.2004.00184.x
Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
resolves10.1093/biomet/56.3.641
Derivation of approximants to the inverse distribution function of a continuous univariate population from the order statistics of a sample
The 52 references without a DOI — listed, not checked
no DOI — not checkedThinking coherently
no DOI — not checkedDisappointment without Prior Expectation: a unifying perspective on decision under risk
no DOI — not checkedSpecimen theoriae novae de mensura sortis
no DOI — not checkedCredit Risk
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no DOI — not checkedCapital requirements, risk measures and comonotonicity
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no DOI — not checkedDe l'impossibilit� de construire des lois�lois� marges multidimensionnelles donn�esdonn�es� partir de copules
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no DOI — not checkedModelling dependencies in credit risk management
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no DOI — not checkedComparative analyses of expected shortfall and value-at-risk: Their Estimation Error, Decomposition, and Optimization
no DOI — not checkedOn theValidity of Value-at-Risk: Comparative Analyses with Expected Shortfall
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