Adjusted higher-order expected shortfall
Zhenfeng Zou, Taizhong Hu
| Year of publication: |
2024
|
|---|---|
| Authors: | Zou, Zhenfeng ; Hu, Taizhong |
| Subject: | Coherent risk measure | Convex risk measure | Dual increasing convex order | Dual representation | Higher-order expected shortfall | Risk profile | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Entscheidung unter Risiko | Decision under risk |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2023.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066721