Asymptotic equivalence of risk measures under dependence uncertainty
Jun Cai, Haiyan Liu, and Ruodu Wang
| Year of publication: |
2018
|
|---|---|
| Authors: | Cai, Jun ; Liu, Haiyan ; Wang, Ruodu |
| Subject: | risk aggregation | distortion risk measures | convex risk measures | dependence uncertainty | diversification | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12140 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011969153