Measuring risk with multiple eligible assets
Walter Farkas; Pablo Koch-Medina; Cosimo Munari
| Year of publication: |
2015
|
|---|---|
| Authors: | Farkas, Walter ; Koch Medina, Pablo ; Munari, Cosimo-Andrea |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 1, p. 3-27
|
| Subject: | Risk measures | Multiple eligible assets | Acceptance sets | Dual representations | Set-valued risk measures | Risiko | Risk | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management |
| 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/10010500704