Dynamic risk measures
Beatrice Acciaio and Irina Penner
| Year of publication: |
2011
|
|---|---|
| Authors: | Acciaio, Beatrice ; Penner, Irina |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 1-34
|
| Subject: | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Robustes Verfahren | Robust statistics | Zeitkonsistenz | Time consistency | Entropie | Entropy | Theorie | Theory |
| 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/10008991346