Comparison of risks based on the expected proportional shortfall (Q153955)
From MaRDI portal
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
0 references
