Comparison of risks based on the expected proportional shortfall (Q153955): 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.2012.05.003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2019119109 / rank | |||
Normal rank | |||
Revision as of 03:04, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of risks based on the expected proportional shortfall |
scientific article |
Statements
51
0 references
2
0 references
292-302
0 references
September 2012
0 references
14 April 2014
0 references
Comparison of risks based on the expected proportional shortfall (English)
0 references
risk measures
0 references
comparison of risks
0 references
expected shortfall
0 references
