Law invariant convex risk measures for portfolio vectors (Q3417652)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Law invariant convex risk measures for portfolio vectors |
scientific article; zbMATH DE number 5119807
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Law invariant convex risk measures for portfolio vectors |
scientific article; zbMATH DE number 5119807 |
Statements
Law invariant convex risk measures for portfolio vectors (English)
0 references
30 January 2007
0 references
risk measures
0 references
portfolio vector
0 references
distortion
0 references
average value-at-risk
0 references
0 references
0.9357178
0 references
0.9273597
0 references
0.9042559
0 references
0.90004665
0 references
0.89903414
0 references
0.8980719
0 references
0.8932977
0 references
0.8881069
0 references
