Distortion risk measures under skew normal settings
Weizhong Tian, Tonghui Wang, Liangjian Hu and Hien D. Tran
| Year of publication: |
2015
|
|---|---|
| Authors: | Tian, Weizhong ; Wang, Tonghui ; Hu, Liangjian ; Tran, Hien D. |
| Published in: |
Econometrics of risk. - Cham [u.a.] : Springer, ISBN 3-319-13448-5. - 2015, p. 135-148
|
| Subject: | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Risiko | Risk |
| 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/10010498562