Coherent and convex risk measures for portfolios with applications (Q2453932): Difference between revisions
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Revision as of 20:55, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Coherent and convex risk measures for portfolios with applications |
scientific article |
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Coherent and convex risk measures for portfolios with applications (English)
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11 June 2014
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coherent risk measure
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convex risk measure
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risk measures for portfolio vectors
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multi-period risk measure
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product space
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