Risk classes for structured products: mathematical aspects and their implications on behavioral investors (Q470656)
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scientific article; zbMATH DE number 6368956
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| English | Risk classes for structured products: mathematical aspects and their implications on behavioral investors |
scientific article; zbMATH DE number 6368956 |
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Risk classes for structured products: mathematical aspects and their implications on behavioral investors (English)
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12 November 2014
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value at risk
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structured products
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risk measure
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0.7277331352233887
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0.7117323875427246
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0.693543553352356
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0.6870253086090088
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