Dual representations for systemic risk measures based on acceptance sets (Q829214)
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 7344565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dual representations for systemic risk measures based on acceptance sets |
scientific article; zbMATH DE number 7344565 |
Statements
Dual representations for systemic risk measures based on acceptance sets (English)
0 references
5 May 2021
0 references
systemic risk
0 references
macroprudential regulation
0 references
risk measures
0 references
dual representations
0 references
0 references
0 references
0 references
0.8504469990730286
0 references
0.8481639623641968
0 references
0.8434078693389893
0 references
0.8345159292221069
0 references
0.8193264603614807
0 references
