Combining multi-asset and intrinsic risk measures (Q2172049): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2022.07.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4285498643 / rank | |||
Normal rank | |||
Revision as of 00:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining multi-asset and intrinsic risk measures |
scientific article |
Statements
Combining multi-asset and intrinsic risk measures (English)
0 references
14 September 2022
0 references
intrinsic risk measure
0 references
multi-asset risk measure
0 references
multiple eligible assets
0 references
diversification
0 references
expected shortfall
0 references
