Review of the development of risk measurement (Q4901254)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6129752
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Review of the development of risk measurement |
scientific article; zbMATH DE number 6129752 |
Statements
24 January 2013
0 references
financial risk
0 references
moment information
0 references
VaR
0 references
coherent risk measure
0 references
convex risk measure
0 references
multi-period risk measure
0 references
0.8171197175979614
0 references
0.778640627861023
0 references
0.7776057124137878
0 references
0.7774633765220642
0 references
