A review of standard spectral risk measures
Mohammed Berkhouch, Ghizlane Lakhnati
| Year of publication: |
2021
|
|---|---|
| Authors: | Berkhouch, Mohammed ; Lakhnati, Ghizlane |
| Published in: |
Recent applications of financial risk modelling and portfolio management. - Hershey, PA, USA : IGI Global, Business Science Reference, ISBN 978-1-7998-5083-0. - 2021, p. 363-381
|
| Subject: | Messung | Measurement | Risikomaß | Risk measure | Risiko | Risk | Theorie | Theory | Standardisierung | Standardization |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.4018/978-1-7998-5083-0.ch018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012303981