Multidimensional Coherent and Convex Risk Measures (Q3605049): 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/10.1137/s0040585x97983262 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2017739768 / rank | |||
Normal rank | |||
Latest revision as of 10:10, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multidimensional Coherent and Convex Risk Measures |
scientific article |
Statements
Multidimensional Coherent and Convex Risk Measures (English)
0 references
19 February 2009
0 references
multidimensional coherent and convex risk measures
0 references
matrix of currency exchange rates
0 references
cone of currency exchange rates
0 references
tail V{\@}R
0 references
weighted V{\@}R
0 references
capital allocation
0 references
risk contribution
0 references
extreme elements
0 references
