Parametric measures of variability induced by risk measures
Fabio Bellini, Tolulope Fadina, Ruodu Wang, Yunran Wei
| Year of publication: |
2022
|
|---|---|
| Authors: | Bellini, Fabio ; Fadina, Tolulope ; Wang, Ruodu ; Wei, Yunran |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 270-284
|
| Subject: | Risk management | Variability measures | Expected shortfall | Expectiles | Stochastic orders | Risikomaß | Risk measure | Risikomanagement | Messung | Measurement | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.07.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380547