Quantitative risk management

By Tony Marks. The Practitioner Handbook of Project Controls, 2020

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Second order regular variation and conditional tail expectation of multiple risks (2011, background): “(2005) [20] for relevant risk measures and their relationships.”
Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? (2018, background): “These are often thought to be more robust summaries of financial risk and return (McNeil et al., 2005) alongside further links to theoretically coherent measures of financial risk (Artzner et al., 1999).”