Modern risk systems

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Miscellaneous files

  1. Excel spreadsheet illustrating an example "Picnic". Download


  1. The sum of dependent normal variables might be not normal. Illustration for Glyn Holton's example. Download illustration.

  2. Pictures of the DARA utility function U(x) = -exp(-xc(x)) with c(x) = pi - atan(x). Download illustration.

  3. Illustrations for the paper Combined functionals as risk measures. Download illustration.

  4. Illustrations for the paper Nonlinear portfolio analysis and resources allocation. Download illustration.

  5. Local versions (exe) of archive illustrations. Download illustration.

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