Man pages for Risk
Computes 26 Financial Risk Measures for Any Continuous Distribution
| BKg1 | Bronshtein And Kurelenkova (2009)'s First Risk Measure |
| BKg2 | Bronshtein And Kurelenkova (2009)'s Second Risk Measure |
| BKg3 | Bronshtein And Kurelenkova (2009)'s Third Risk Measure |
| BKg4 | Bronshtein And Kurelenkova (2009)'s Fourth Risk Measure |
| bvar | Beyond Value At Risk Due To Longin (2001) |
| epsg | Expected Proportional Shortfall Due To Belzunce et al. (2012) |
| esg | Expected Shortfall Due To Artzner et al. (1999) |
| expect | Expectation |
| expp | Expectiles Due To Newey And Powell (1987) |
| expvar | An Elementary Risk Measure Due To Ahmadi-Javid (2012) |
| kappag | Kappa Risk Measure Due To Kaplan And Knowles (2004) |
| luceg1 | Luce (1980)'s First Risk Measure |
| luceg2 | Luce (1980)'s Second Risk Measure |
| luceg3 | Luce (1980)'s Third Risk Measure |
| luceg4 | Luce (1980)'s Fourth Risk Measure |
| omegag | Omega Risk Measure Due To Shadwick And Keating (2002) |
| Risk-package | Computes 26 Financial Risk Measures for Any Continuous... |
| saring1 | Sarin (1987)'s First Risk Measure |
| saring2 | Sarin (1987)'s Second Risk Measure |
| saring3 | Sarin (1987)'s Third Risk Measure |
| sortinog | Sortino Ratio Due To Rollinger And Hoffman (2013) |
| stoneg1 | Stone (1973)'s First Risk Measure |
| stoneg2 | Stone (1973)'s Second Risk Measure |
| tcm | Tail Conditional Mean Due To Kou et al. (2013) |
| varg | Value At Risk |
| wangg1 | Wang (1998)'s First Risk Measure |
| wangg2 | Wang (1998)'s Second Risk Measure |
