On a class of law invariant convex risk measures
Gilles Angelsberg; Freddy Delbaen; Ivo Kaelin; Michael Kupper; Joachim Näf
| Year of publication: |
2011
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|---|---|
| Authors: | Angelsberg, Gilles ; Delbaen, Freddy ; Kaelin, Ivo ; Kupper, Michael ; Näf, Joachim |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 15.2011, 2, p. 343-363
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| Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Finanzmathematik | Mathematical finance | Risikomaß | Risk measure |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009159083