Measuring the coupled risks: A copula-based CVaR model (Q2378280)

From MaRDI portal
Revision as of 19:40, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Measuring the coupled risks: A copula-based CVaR model
scientific article

    Statements

    title
    Measuring the coupled risks: A copula-based CVaR model (English)
    0 references
    author
    Xubiao He
    0 references
    Pu Gong
    0 references
    publication date
    7 January 2009
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    62H10
    0 references
    62H12
    0 references
    91B28
    0 references
    zbMATH DE Number
    5486408
    0 references
    zbMATH Keywords
    coupled risks
    0 references
    conditional value-at-risk
    0 references
    copula
    0 references
    numerical simulation
    0 references
    chinese security market
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2378280&oldid=15003553"
    Powered by MediaWiki