Coherent and convex loss-based risk measures for portfolio vectors (Q1746035)

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Coherent and convex loss-based risk measures for portfolio vectors
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    Statements

    title
    Coherent and convex loss-based risk measures for portfolio vectors (English)
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    author
    Fei Sun
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    Yan-Hong Chen
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    Hu, Yijun
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    published in
    Positivity
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    publication date
    19 April 2018
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    zbMATH Keywords
    convex loss-based risk measures
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    coherent loss-based risk measures
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    risk measures for portfolio vectors
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    multi-period risk measures
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    Identifiers

    zbMATH DE Number
    6861669
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    OpenAlex ID
    W2735064423
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