Properties and calculation of multivariate risk measures : MVaR and MCVaR
Jinwook Lee, András Prékopa
| Year of publication: |
2013
|
|---|---|
| Authors: | Lee, Jinwook ; Prékopa, András |
| Published in: |
Including special section: behavioral considerations in developing and applying operations research models. - New York, NY : Springer. - 2013, p. 225-254
|
| Subject: | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Multivariate Analyse | Multivariate analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010232544