Search Results for author:
Found 2 papers, 0 papers with code
ESG-coherent risk measures for sustainable investing
The growing interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i. e. environmental, social, and governance (ESG) scores.
Risk-Averse Classification
We develop a new approach to solving classification problems, which is bases on the theory of coherent measures of risk and risk sharing ideas.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
