Modeling, Measuring and Managing Risk

Georg Ch Pflug and Werner Römisch
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Georg Ch Pflug: University of Vienna, Austria
Werner Römisch: Humboldt-University Berlin, Germany

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk.

Keywords: Risk Management; Risk Measures; Stochastic Optimization; Stochastic Models; Decision Making under Uncertainty (search for similar items in EconPapers)
Date: 2007
ISBN: 9789812707406
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Citations: View citations in EconPapers (71)

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https://www.worldscientific.com/worldscibooks/10.1142/6478 (text/html)
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Chapters in this book:

Ch 1 Modeling uncertain outcomes , pp 1-25

Georg Ch PfIug and Werner Römisch

Ch 2 Measuring single-period risk , pp 27-114

Georg Ch PfIug and Werner Römisch

Ch 3 Measuring multi-period risk , pp 115-173

Georg Ch PfIug and Werner Römisch

Ch 4 Single-stage decision models , pp 175-210

Georg Ch PfIug and Werner Römisch

Ch 5 Multi-stage decision models for financial management , pp 211-244

Georg Ch PfIug and Werner Römisch

Ch 6 Multi-stage decision models for electricity management , pp 245-263

Georg Ch PfIug and Werner Römisch

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