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A unified approach to systemic risk measures via acceptance sets

Year of publication:
2018
Authors: Biagini, Francesca ; Fouque, Jean‐Pierre ; Frittelli, Marco ; Meyer‐Brandis, Thilo
Published in:
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 29.2018, 1 (07.02.), p. 329-367
Publisher: Wiley
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Type of publication: Article
Language: English
Other identifiers:
10.1111/mafi.12170 [DOI]
Source:
Other ZBW resources
Persistent link: https://www.econbiz.de/10012095142
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