Essays on Fiscal Policy and Oil Price Shocks

مرکز و کتابخانه مطالعات اسلامی به زبان های اروپایی

منو

" Essays on Fiscal Policy and Oil Price Shocks "
Lyu, Yifei Hamilton, James D

Document Type	:	BL
Record Number	:	959276
Doc. No	:	b713646
Main Entry	:	Pflug, Georg Ch.,1951-
Title & Author	:	Modeling, measuring and managing risk /\ Georg Ch. Pflug, Werner Römisch.
Publication Statement	:	Hackensack, N.J. :: World Scientific,, ©2007.
Page. NO	:	xv, 286 pages :: illustrations (some color) ;; 24 cm
ISBN	:	9789812707406
	:	: 9812707409
Bibliographies/Indexes	:	Includes bibliographical references (pages 277-284) and index.
Contents	:	Modeling uncertain outcomes -- The three Ms of decision making under uncertainty -- Probability models and scenario distributions -- Standard statistical parameters -- Measuring single-period risk -- Probability functionals and their properties -- Acceptability functionals and deviation risk functionals -- Conditional acceptability and risk mappings -- Classes of version-independent acceptability-type functionals -- Classes of version-independent deviation-type functionals -- Measuring multi-period risk -- Introduction to multi-period models -- Multi-period risk functionals : basic properties -- Classes of multi-period acceptability functionals -- Single-stage decision models -- Multi-stage decision models for financial management -- Value-of-information : standard and clairvoyant problems -- Efficient frontiers in multi-stage portfolio optimization -- A multi-stage insurance model -- Multi-stage decision models for electricity management -- Case study : mean-risk portfolio optimization of a municipal power utility.
Abstract	:	"This book is the first in the market to treat single- and multi-period risk measures (risk functionals) in a thorough, comprehensive manner. It combines the treatment of properties of the risk measures with the related aspects of decision making under risk." "The book introduces the theory of risk measures in a mathematically sound way. It contains properties, characterizations and representations of risk functionals for single-period and multi-period activities, and also shows the embedding of such functionals in decision models and the properties of these models."--Jacket.
Subject	:	Decision making-- Statistical methods.
Subject	:	Functionals-- Statistical methods.
Subject	:	Risk assessment-- Statistical methods.
Subject	:	Risk management-- Statistical methods.
Subject	:	Decision making-- Statistical methods.
Subject	:	Entscheidung bei Risiko
Subject	:	Entscheidung bei Unsicherheit
Subject	:	Entscheidungsmodell
Subject	:	Risikoanalyse
Subject	:	Risikofunktion
Subject	:	Risikomaß
Subject	:	Risk assessment-- Statistical methods.
Subject	:	Stochastisches Modell
Dewey Classification	:	‭658.4/033‬
LC Classification	:	‭QA273.6‬‭.P45 2007‬
NLM classification	:	‭F224.7‬clc
	:	‭MAT 624f‬stub
	:	‭MAT 902f‬stub
	:	‭QH 237‬rvk
	:	‭SK 850‬rvk
Added Entry	:	Römisch, Werner.