Convex risk measures based on generalized lower deviation and their applications
Tianwen Fu, Xinkai Zhuang, Yongchang Hui, Jia Liu
| Year of publication: |
July 2017
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| Authors: | Fu, Tianwen ; Zhuang, Xinkai ; Hui, Yongchang ; Liu, Jia |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 52.2017, p. 27-37
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| Subject: | Deviation risk measure | Generalized convex risk measure | Market frictions | Portfolio optimization | Performance ratio | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Messung | Measurement | Mathematische Optimierung | Mathematical programming | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2017.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011868689