Coherent and convex loss-based risk measures for portfolio vectors (Q1746035)
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scientific article; zbMATH DE number 6861669
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| English | Coherent and convex loss-based risk measures for portfolio vectors |
scientific article; zbMATH DE number 6861669 |
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Coherent and convex loss-based risk measures for portfolio vectors (English)
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19 April 2018
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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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0.9070830941200256
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0.8454089164733887
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0.8408295512199402
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0.8389360308647156
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0.8258040547370911
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