Kohärente Risikomessung versus individuelle Akzeptanzmengen : Anmerkungen zur Reichweite des Risikomaßes "Conditional Value-at-Risk"
Wolfgang Kürsten und Mario Brandtner
| Year of publication: |
2008
|
|---|---|
| Authors: | Kürsten, Wolfgang ; Brandtner, Mario |
| Publisher: |
Jena : Univ., Wirtschaftswiss. Fak. |
| Subject: | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikopräferenz | Risk attitude | Theorie | Theory |
| Extent: | I, 21 Bl. graph. Darst. |
|---|---|
| Series: | Jena research papers in business and economics : working and discussion paper series School of Economics and Business Administration Friedrich Schiller University Jena. - Jena : Univ., Wirtschaftswiss. Fak., ISSN 1864-3108, ZDB-ID 2416563-3. - Vol. 14/2008 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | German |
| Classification: | Methoden und Techniken der Betriebswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003760778