Coherent risk measures and a limit pass (Q3061297)
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scientific article; zbMATH DE number 5826800
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Coherent risk measures and a limit pass |
scientific article; zbMATH DE number 5826800 |
Statements
Coherent Risk Measures and a Limit Pass (English)
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14 December 2010
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coherent risk measures
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limit pass
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tail VaR
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weighted VaR
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optimization
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law of large numbers
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central limit theorem
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Kusuoka theorem
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0.8333309292793274
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0.8288885951042175
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0.7939342260360718
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