A composition between risk and deviation measures
Year of publication: |
2019
|
---|---|
Authors: | Righi, Marcelo Brutti |
Published in: |
Application of operations research to financial markets. - New York, NY, USA : Springer. - 2019, p. 299-313
|
Subject: | Coherent risk measures | Generalized deviation measures | Convex risk measures | Co-monotone coherent risk measures | Limitedness | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Entscheidung unter Risiko | Decision under risk |
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