Consistent risk measures for portfolio vectors (Q2492174): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2005.08.008
@@ Property / DOI: 10.1016/j.insmatheco.2005.08.008 / rank @@
-Normal rank
@@ Property / author @@
-Ludger Rüschendorf
@@ Property / author: Ludger Rüschendorf / rank @@
-Normal rank
@@ Property / author @@
+Ludger Rüschendorf
@@ Property / author: Ludger Rüschendorf / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.08.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2001374710
@@ Property / OpenAlex ID: W2001374710 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
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+On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals.
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+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2005.08.008
@@ Property / DOI: 10.1016/J.INSMATHECO.2005.08.008 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2492174