A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012)

From MaRDI portal
scientific article; zbMATH DE number 7518393
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    0 references
    5 May 2022
    0 references
    VaR
    0 references
    CVaR
    0 references
    aggregate risk
    0 references
    risk portfolio
    0 references
    multivariate risk measure
    0 references
    0 references
    0 references
    0 references

    Identifiers