A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012)
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scientific article; zbMATH DE number 7518393
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A multivariate CVaR risk measure from the perspective of portfolio risk management |
scientific article; zbMATH DE number 7518393 |
Statements
A multivariate CVaR risk measure from the perspective of portfolio risk management (English)
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5 May 2022
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VaR
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CVaR
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aggregate risk
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risk portfolio
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multivariate risk measure
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0.8201443552970886
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0.7799400091171265
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0.7713900208473206
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0.7651618719100952
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0.7641766667366028
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