Some related risk measures of financial derivatives are listed below.

Many risk measures have hitherto been proposed, each having certain characteristics.

The estimation process of any risk measure can be wrong by a considerable margin.

It can be interpreted as a sequence of conditional risk measures.

The dynamic superhedging price is a time consistent risk measure.

The Morningstar service calculates these and other risk measures over three years.

A risk measure is defined as a mapping from a set of random variables to the real numbers.

However, effective duration may suffice for many managers as a basic risk measure.

Set-valued risk measures are useful for markets with transaction costs.

It is a widely shown result that this is also a time consistent risk measure.

Time consistency is a property in financial risk related to dynamic risk measures.

Due to the recursive property it is simple to construct a time consistent risk measure.

If is a set-valued risk measure then is an acceptance set.

Variance (or standard deviation) is not a risk measure.

These have various applications in utility theory, risk measure theory, etc.

There is a one-to-one correspondence between an acceptance set and a corresponding risk measure.

Also included are risk measures for the funds and benchmarks for comparison.

There are many alternative risk measures in finance.

Two newsletters use risk measures focusing on "recovery time."

A dynamic risk measure is time consistent if and only if .

Similarly, it is important to select a self-report sexual risk measure which meets the study's assessment needs.

For more results on -entropic risk measures see.

This is a time consistent risk measure if is constant through time.

The common notation for a risk measure associated with a random variable is .

A mapping is a conditional risk measure if it has the following properties: