Scalar multivariate risk measures with a single eligible asset (Q5085121)
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scientific article; zbMATH DE number 7548052
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Scalar multivariate risk measures with a single eligible asset |
scientific article; zbMATH DE number 7548052 |
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Scalar Multivariate Risk Measures with a Single Eligible Asset (English)
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27 June 2022
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dynamic risk measures
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time consistency
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scalarization
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0.9143192768096924
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0.8495450615882874
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0.785107433795929
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0.7841547131538391
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0.7795831561088562
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