Dynamic coherent risk measures (Q2485772)
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scientific article; zbMATH DE number 2192511
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dynamic coherent risk measures |
scientific article; zbMATH DE number 2192511 |
Statements
Dynamic coherent risk measures (English)
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5 August 2005
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risk measures
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consistency
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coherence
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dynamic models
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0.8850155472755432
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0.8702064156532288
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0.8646650314331055
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0.8548340201377869
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