Combining multi-asset and intrinsic risk measures (Q2172049)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combining multi-asset and intrinsic risk measures |
scientific article |
Statements
Combining multi-asset and intrinsic risk measures (English)
0 references
14 September 2022
0 references
intrinsic risk measure
0 references
multi-asset risk measure
0 references
multiple eligible assets
0 references
diversification
0 references
expected shortfall
0 references
0 references
0 references
