Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7796345
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? |
scientific article; zbMATH DE number 7796345 |
Statements
Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (English)
0 references
29 January 2024
0 references
systemic risk measures
0 references
shortfall risk measures
0 references
sup-convolution
0 references
0.7878756523132324
0 references
0.7797856330871582
0 references
0.7795898914337158
0 references
0.7764739394187927
0 references
