Range-based risk measures and their applications
Marcelo Brutti Righi and Fernanda Maria Müller
| Year of publication: |
2023
|
|---|---|
| Authors: | Righi, Marcelo Brutti ; Müller, Fernanda Maria |
| Subject: | Financial risk | range-based risk measures | risk forecasting | tail risk measures | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Risikomanagement | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection | Finanzrisiko | Statistische Verteilung | Statistical distribution |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2023.28 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342970