Review of the development of risk measurement (Q4901254)
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scientific article; zbMATH DE number 6129752
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Review of the development of risk measurement |
scientific article; zbMATH DE number 6129752 |
Statements
24 January 2013
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financial risk
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moment information
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VaR
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coherent risk measure
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convex risk measure
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multi-period risk measure
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0.8171197175979614
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0.778640627861023
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0.7776057124137878
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0.7774633765220642
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