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
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
0 references