Risk Management

  • David Ruppert
  • David S. Matteson
Part of the Springer Texts in Statistics book series (STS)


The financial world has always been risky, and financial innovations such as the development of derivatives markets and the packaging of mortgages have now made risk management more important than ever, but also more difficult.


Risk Measure Pareto Distribution Market Risk Return Distribution Generalize Pareto Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer Science+Business Media New York 2015

Authors and Affiliations

  • David Ruppert
    • 1
  • David S. Matteson
    • 2
  1. 1.Department of Statistical Science and School of ORIECornell UniversityIthacaUSA
  2. 2.Department of Statistical Science Department of Social StatisticsCornell UniversityIthacaUSA

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