Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094)

From MaRDI portal
Revision as of 21:52, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Proper Conditioning for Coherent VaR in Portfolio Management
scientific article

    Statements

    title
    Proper Conditioning for Coherent VaR in Portfolio Management (English)
    0 references
    author
    René Garcia
    0 references
    Eric Renault
    0 references
    Georges Tsafack
    0 references
    publication date
    21 February 2012
    0 references
    zbMATH Keywords
    value at risk
    0 references
    decentralized risk management
    0 references
    coherent measures of risk
    0 references

    Identifiers

    zbMATH DE Number
    6008380
    0 references
    OpenAlex ID
    W2140971405
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3116094&oldid=31847617"
    Powered by MediaWiki