Risk measures : a generalization from the univariate to the matrix-variate
María A. Arias-Serna, Francisco J. Caro-Lopera and Jean-Michel Loubes
| Year of publication: |
2021
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|---|---|
| Authors: | Arias-Sema, María A. ; Caro-Lopera, Francisco J. ; Loubes, Jean-Michel |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 23.2021, 4, p. 1-20
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| Subject: | beta distribution | risk measures | Gaussian hypergeometric function of matrix argument | positive definite matrixes | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Statistische Verteilung | Statistical distribution | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2021.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012593431