Risco do desvio da perda: uma alternativa à mensuração do risco
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior === We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss of results that occur with certain probability penalized by the dispersion of results worse than such expectation. The SDR combines the Expe...
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| Format: | Others |
| Language: | Portuguese |
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Universidade Federal de Santa Maria
2017
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| Online Access: | http://repositorio.ufsm.br/handle/1/3143 |