Dynamic coherent risk measures (Q2485772): 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.spa.2004.03.004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3125094392 / rank | |||
Normal rank |
Revision as of 18:21, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic coherent risk measures |
scientific article |
Statements
Dynamic coherent risk measures (English)
0 references
5 August 2005
0 references
risk measures
0 references
consistency
0 references
coherence
0 references
dynamic models
0 references