Risk Measures for Portfolio Vectors and Allocation of Risks
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Publication:3606098
DOI10.1007/978-3-7908-2050-8_7zbMATH Open1154.91474OpenAlexW182354105MaRDI QIDQ3606098FDOQ3606098
Authors: Ludger Rüschendorf 
Publication date: 26 February 2009
Published in: Contributions to Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-7908-2050-8_7
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Cited In (12)
- GlueVaR risk measures in capital allocation applications
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- Consistent risk measures for portfolio vectors
- On optimal allocation of risk vectors
- Star-Shaped Risk Measures
- Coherent and convex risk measures for portfolios with applications
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- Vector risk functions
- Satisficing Measures for Analysis of Risky Positions
- Coherent and convex loss-based risk measures for portfolio vectors
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