general/financial-risk-modeling

Concept in economics

Form of the utility function

Risk reduction technique

Finance model linking expected return to systematic risk

Modelling financial risks

Risk metric quantifying variability of returns around their expected value

Statistical model for asset pricing in finance

Coherent measure for value at risk

Risk measure derived by applying a distortion function to a loss distribution

Risk of the actual return being below the expected return

Coherent risk measure using weighted outcomes based on risk aversion

Reduced-form model for valuing credit-risky securities using default intensities

Minimum cost required to fully hedge a portfolio's future payoff