A comparison of techniques for dynamic multivariate risk measures (Q2805752)
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scientific article
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| default for all languages | No label defined |
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| English | A comparison of techniques for dynamic multivariate risk measures |
scientific article |
Statements
A Comparison of Techniques for Dynamic Multivariate Risk Measures (English)
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13 May 2016
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dynamic risk measures
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set-valued risk measures
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set-optimization
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multivariate risk
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transaction costs
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0.8272082209587097
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0.807804524898529
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0.7802497744560242
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0.780168354511261
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0.7760969400405884
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