Risk1.0 package

Bronshtein And Kurelenkova (2009)'s First Risk Measure

Bronshtein And Kurelenkova (2009)'s Second Risk Measure

Bronshtein And Kurelenkova (2009)'s Third Risk Measure

Bronshtein And Kurelenkova (2009)'s Fourth Risk Measure

Beyond Value At Risk Due To Longin (2001)

Expected Proportional Shortfall Due To Belzunce et al. (2012)

Expected Shortfall Due To Artzner et al. (1999)

Expectation

Expectiles Due To Newey And Powell (1987)

An Elementary Risk Measure Due To Ahmadi-Javid (2012)

Kappa Risk Measure Due To Kaplan And Knowles (2004)

Luce (1980)'s First Risk Measure

Luce (1980)'s Second Risk Measure

Luce (1980)'s Third Risk Measure

Luce (1980)'s Fourth Risk Measure

Omega Risk Measure Due To Shadwick And Keating (2002)

Computes 26 Financial Risk Measures for Any Continuous Distribution

Sarin (1987)'s First Risk Measure

Sarin (1987)'s Second Risk Measure

Sarin (1987)'s Third Risk Measure

Sortino Ratio Due To Rollinger And Hoffman (2013)

Stone (1973)'s First Risk Measure

Stone (1973)'s Second Risk Measure

Tail Conditional Mean Due To Kou et al. (2013)

Value At Risk

Wang (1998)'s First Risk Measure

Wang (1998)'s Second Risk Measure