Computing best bounds for nonlinear risk measures with partial information
Man Hong Wong; Shuzhong Zhang
| Year of publication: |
2013
|
|---|---|
| Authors: | Wong, Man Hong ; Zhang, Shuzhong |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 204-212
|
| Subject: | Theorie | Theory | Unvollkommene Information | Incomplete information | Messung | Measurement | Risiko | Risk | Stochastischer Prozess | Stochastic process | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
| 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/10009736115