Asymptotic distribution of law-invariant risk functionals
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Publication:650758
DOI10.1007/s00780-009-0121-0zbMath1226.91070WikidataQ59254971 ScholiaQ59254971MaRDI QIDQ650758
Nancy Wozabal, Georg Ch. Pflug
Publication date: 27 November 2011
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-009-0121-0
91G10: Portfolio theory
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