Generalized deviations in risk analysis
R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin
| Year of publication: |
2006
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|---|---|
| Authors: | Rockafellar, Ralph Tyrrell ; Uryasev, Stan ; Zabarankin, Michael |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 10.2006, 1, p. 51-74
|
| Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003234949