Bounds for nested law invariant coherent risk measures (Q1939679): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.orl.2012.09.002 / rank | |||
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| Property / OpenAlex ID: W1992042070 / rank | |||
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Latest revision as of 05:32, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for nested law invariant coherent risk measures |
scientific article |
Statements
Bounds for nested law invariant coherent risk measures (English)
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5 March 2013
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risk measures
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law invariant
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coherent
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Average Value-at-Risk
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comonotonic
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