Ghulam Sorwar

Nottingham University Business School

Jubilee Campus

Wollaton Road

Nottingham, NG8 1BB

United Kingdom

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Scholarly Papers (1)

1.

Spectral Risk Measures: Properties and Limitations

Number of pages: 27 Posted: 06 Dec 2009
Kevin Dowd, John Cotter and Ghulam Sorwar
Nottingham University Business School (NUBS), University College Dublin and Nottingham University Business School
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Citation 4

Abstract:

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coherent risk measures, spectral risk measures, exponential utility