On One Limit Relation for Coherent Risk Measures (Q2998885)
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scientific article; zbMATH DE number 5887004
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On One Limit Relation for Coherent Risk Measures |
scientific article; zbMATH DE number 5887004 |
Statements
On One Limit Relation for Coherent Risk Measures (English)
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11 May 2011
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measurement of a risk
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coherent risk measures
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factor risk
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factor model
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limit theorems
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tail VaR
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weighted VaR
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0.91128767
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0.90792704
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0.8995035
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0.8985994
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0.8975232
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0.8961823
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