35 papers in the archive are tagged Risk Measures, each distilled into a research flowchart and scored on two axes — mathematical complexity and empirical rigor (how scoring works). They are ranked below so the most evidence-backed work appears first.
- Is the difference between deep hedging and delta hedging a statistical arbitrage? Holy Grail Rigor 8 Math 7.5
- Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Holy Grail Rigor 7.2 Math 8.5
- Multi-period Mean-Buffered Probability of Exceedance in Defined Contribution Portfolio Optimization Holy Grail Rigor 7 Math 8.5
- Diversification quotient based on expectiles Holy Grail Rigor 6.5 Math 8.5
- Worst-case values of target semi-variances with applications to robust portfolio selection Holy Grail Rigor 6 Math 8.5
- Mirror Descent Algorithms for Risk Budgeting Portfolios Holy Grail Rigor 6 Math 7.5
- Acceptable Bilateral Gamma Parameters Holy Grail Rigor 6 Math 7.5
- Risk-sensitive Reinforcement Learning Based on Convex Scoring Functions Holy Grail Rigor 5 Math 8.5
- Risk measures based on target risk profiles Holy Grail Rigor 5 Math 8
- Ranking Metrics: Extending Acceptability and Performance Indexes Lab Rats Rigor 4.5 Math 8
- Optimized Multi-Level Monte Carlo Parametrization and Antithetic Sampling for Nested Simulations Lab Rats Rigor 4 Math 8.5
- Coherent estimation of risk measures Lab Rats Rigor 4 Math 8.5
- Asset and Factor Risk Budgeting: A Balanced Approach Lab Rats Rigor 4 Math 8.5
- Risk Sharing with Deep Neural Networks Lab Rats Rigor 4 Math 8.5
- Pareto-optimal reinsurance under dependence uncertainty Lab Rats Rigor 3 Math 8.5
- Bounds for Distributionally Robust Optimization Problems Lab Rats Rigor 3 Math 8.5
- Elicitability and identifiability of tail risk measures Lab Rats Rigor 2.5 Math 9.2
- Modern Computational Methods in Reinsurance Optimization: From Simulated Annealing to Quantum Branch & Bound Lab Rats Rigor 4 Math 6.5
- Performance-based variable premium scheme and reinsurance design Lab Rats Rigor 3 Math 8
- Insights into Tail-Based and Order Statistics Lab Rats Rigor 2 Math 9
- Some properties of Euler capital allocation Lab Rats Rigor 3 Math 7.5
- Optimal Transport Divergences induced by Scoring Functions Lab Rats Rigor 2 Math 8.5
- Representation of forward performance criteria with random endowment via FBSDE and its application to forward optimized certainty equivalent Lab Rats Rigor 1.5 Math 9
- Optimal payoff under Bregman-Wasserstein divergence constraints Lab Rats Rigor 2 Math 8
- Eliciting reference measures of law-invariant functionals Lab Rats Rigor 1.5 Math 8.5
- Extreme-case Range Value-at-Risk under Increasing Failure Rate Lab Rats Rigor 1.5 Math 8.5
- On Geometrically Convex Risk Measures Lab Rats Rigor 1.5 Math 8.5
- Conditional generalized quantiles based on expected utility model and equivalent characterization of properties Lab Rats Rigor 1.5 Math 8.5
- A General Theory of Risk Sharing Lab Rats Rigor 1 Math 9
- Risk measures on incomplete markets: a new non-solid paradigm Lab Rats Rigor 1 Math 9
- A new characterization of second-order stochastic dominance Lab Rats Rigor 2 Math 7.5
- The limitations of comonotonic additive risk measures: a literature review Lab Rats Rigor 2 Math 6.5
- Tail Structure and the Ordering of the Standard Deviation and Gini Mean Difference Lab Rats Rigor 1 Math 7.5
- A Note on Subadditivity of Value at Risks (VaRs): A New Connection to Comonotonicity Lab Rats Rigor 1 Math 6.5
- An elementary proof of the dual representation of Expected Shortfall Lab Rats Rigor 1 Math 6
Broader area: Risk Management · All topics: research topics → · Full archive: every paper →