Law invariant convex risk measures for portfolio vectors (Q3417652): Difference between revisions
From MaRDI portal
Created a new Item |
Normalize DOI. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1524/stnd.2006.24.1.97 / rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1969765110 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1524/STND.2006.24.1.97 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 05:24, 21 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law invariant convex risk measures for portfolio vectors |
scientific article |
Statements
Law invariant convex risk measures for portfolio vectors (English)
0 references
30 January 2007
0 references
risk measures
0 references
portfolio vector
0 references
distortion
0 references
average value-at-risk
0 references
