Coherent and convex risk measures for portfolios with applications (Q2453932)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6303348
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Coherent and convex risk measures for portfolios with applications |
scientific article; zbMATH DE number 6303348 |
Statements
Coherent and convex risk measures for portfolios with applications (English)
0 references
11 June 2014
0 references
coherent risk measure
0 references
convex risk measure
0 references
risk measures for portfolio vectors
0 references
multi-period risk measure
0 references
product space
0 references
0.9070830941200256
0 references
0.8724797368049622
0 references
0.8635319471359253
0 references
0.8541856408119202
0 references
0.8536706566810608
0 references
