Subadditivity of value-at-risk for Bernoulli random variables (Q2018624)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Subadditivity of value-at-risk for Bernoulli random variables |
scientific article; zbMATH DE number 6419265
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Subadditivity of value-at-risk for Bernoulli random variables |
scientific article; zbMATH DE number 6419265 |
Statements
Subadditivity of value-at-risk for Bernoulli random variables (English)
0 references
24 March 2015
0 references
risk measure
0 references
value-at-risk
0 references
superadditivity
0 references
Bernoulli random variables
0 references
portfolio of bonds
0 references
