A directional multivariate value at risk (Q896753)

From MaRDI portal
Revision as of 19:48, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
A directional multivariate value at risk
scientific article

    Statements

    title
    A directional multivariate value at risk (English)
    0 references
    author
    Raúl Torres
    0 references
    Henry Laniado
    0 references
    Rosa Elvira Lillo
    0 references
    publication date
    14 December 2015
    0 references
    zbMATH Keywords
    multivariate risks
    0 references
    value at risk
    0 references
    directional approach
    0 references
    multivariate quantile
    0 references
    copula
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G70
    0 references
    91B30
    0 references
    60E15
    0 references
    60E05
    0 references
    62H05
    0 references
    62G20
    0 references
    zbMATH DE Number
    6520857
    0 references
    OpenAlex ID
    W1645507373
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q896753&oldid=31615057"
    Powered by MediaWiki