Multidimensional Coherent and Convex Risk Measures (Q3605049): Difference between revisions
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Latest revision as of 10:10, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional Coherent and Convex Risk Measures |
scientific article |
Statements
Multidimensional Coherent and Convex Risk Measures (English)
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19 February 2009
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multidimensional coherent and convex risk measures
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matrix of currency exchange rates
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cone of currency exchange rates
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tail V{\@}R
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weighted V{\@}R
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capital allocation
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risk contribution
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extreme elements
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