Distribution-invariant dynamic risk measures
Year of publication: |
04 Dec. 2003 ; [Elektronische Ressource], rev
|
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Other Persons: | Weber, Stefan (contributor) |
Institutions: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor) |
Publisher: |
Berlin : Humboldt-Universität |
Subject: | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection | Dynamische Wirtschaftstheorie | Economic dynamics | Theorie | Theory |
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