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Extreme Measures of Agricultural Financial Risk
Agricultural financial risk Spectral risk measures Expected Shortfall Value at Risk Extreme Value Theory
2011/3/31
Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk mea...
Convex Risk Measures: Lebesgue Property on one Period and Multi Period Risk Measures and Application in Capital Allocation Problem
Convex Risk Measures Lebesgue Property Period Multi Period Risk Measures Application Capital Allocation Problem
2010/12/17
In this work we study the Lebesgue property for convex risk measures on the space of bounded c\`adl\`ag random processes ($\mathcal{R}^\infty$). Lebesgue property has been defined for one period conv...
Feasibility of Portfolio Optimization under Coherent Risk Measures
Feasibility Portfolio Optimization Coherent Risk Measures
2010/12/17
It is shown that the axioms for coherent risk measures imply that whenever there is an asset in a portfolio that dominates the others in a given sample (which happens with finite probability even for ...
A Trade Regime for Sub-National Exports Under the Agreement on the Application of Sanitary and Phytosanitary Measures
Trade Regime Sub-National Exports Agreement Application of Sanitary Phytosanitary Measures
2014/4/11
Regulations relating to disease management have traditionally been an important component of the overall environment in which international trade in agriculture products occurs. The World Trade Organi...
A Trade Regime for Sub-National Exports Under the Agreement on the Application of Sanitary and Phytosanitary Measures
Phytosanitary Measures Exports Under
2014/4/11
International trade can be a significant factor in the spread of diseases from one
region of the world to another. As such, efficacious international movement controls on
potential disease spread...