Multivariate dynamic cash sub-additive risk measures for processes
Fei Sun, Kui Luo, Yu Feng
| Year of publication: |
2022
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|---|---|
| Authors: | Sun, Fei ; Luo, Kui ; Feng, Yu |
| Published in: |
International journal of theoretical and applied finance : IJTAF. - Singapore : World Scientific, ZDB-ID 2027376-9. - Vol. 25.2022, 4/5, Art.-No. 2250020, p. 1-13
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| Subject: | Dynamic risk measures | multivariate | processes | Risiko | Risk | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024922500200 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013371188