Coherent and convex risk measures for portfolios with applications (Q2453932): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q162486 |
Changed an Item |
||
| Property / author | |||
| Property / author: Hu, Yijun / rank | |||
Normal rank | |||
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 |
Statements
Coherent and convex risk measures for portfolios with applications (English)
0 references
11 June 2014
0 references
coherent risk measure
0 references
convex risk measure
0 references
risk measures for portfolio vectors
0 references
multi-period risk measure
0 references
product space
0 references
