Multivariate risks and depth-trimmed regions
| Year of publication: |
2007
|
|---|---|
| Authors: | Cascos, Ignacio ; Molchanov, Ilya |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 3, p. 373-397
|
| Publisher: |
Springer |
| Subject: | Acceptance set | Cone | Depth-trimmed region | Multivariate risk | Risk measure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184371