Conditional value-at-risk under ellipsoidal uncertainties
M. H. Wong
| Year of publication: |
2008
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|---|---|
| Authors: | Wong, M. H. |
| Published in: |
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-111-6. - 2008, p. 217-226
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| Subject: | Risikomaß | Risk measure | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003713329