Excess invariance and shortfall risk measures (Q2376732)
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scientific article; zbMATH DE number 6180140
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Excess invariance and shortfall risk measures |
scientific article; zbMATH DE number 6180140 |
Statements
Excess invariance and shortfall risk measures (English)
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24 June 2013
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risk measures
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shortfall
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excess-invariant
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cash additive
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cash invariant
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translation invariant
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0.7652214765548706
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0.7649423480033875
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0.7508646249771118
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0.750275731086731
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0.7444682717323303
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