A generalized coherent risk measure : the firm's perspective
Robert A. Jarrow; Amiyatosh K. Purnanandam
| Year of publication: |
2005
|
|---|---|
| Authors: | Jarrow, Robert A. ; Purnanandam, Amiyatosh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 2.2005, 1, p. 23-29
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| Subject: | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002685600