A new risk measure MMVaR: properties and empirical research (Q6594963)
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scientific article; zbMATH DE number 7903306
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| English | A new risk measure MMVaR: properties and empirical research |
scientific article; zbMATH DE number 7903306 |
Statements
A new risk measure MMVaR: properties and empirical research (English)
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29 August 2024
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MMVaR
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multi-period risk
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risk measure
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subadditive
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0.8819386959075928
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0.799943745136261
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0.7656837105751038
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0.7581018209457397
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0.757157027721405
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