341 search results - page 28 / 69 » Maturity-independent risk measures |
PSD
2004
Springer
14 years 2 months ago
2004
Springer
Abstract. Masking methods protect data sets against disclosure by perturbing the original values before publication. Masking causes some information loss (masked data are not exact...
Lecture Notes
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
ORL
2007
13 years 8 months ago
2007
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
CHI
1998
ACM
14 years 25 days ago
1998
ACM
Trust is the prerequisitefor successwhen a collaborative taskinvolves risk of individualistic or deceitfulbehaviorsof others. Cantrust emergein electroniccontexts? This issue is e...
ICC
2009
IEEE
14 years 3 months ago
2009
IEEE
— To ensure the security of sensitive Web content, an organization must use TLS and do so correctly. However, little is known about how TLS is actually used on the Web. In this w...