Risk quantization by magnitude and propensity
Olivier P. Faugeras, Gilles Pagès
| Year of publication: |
2024
|
|---|---|
| Authors: | Faugeras, Olivier ; Pagès, Gilles |
| Subject: | Magnitude-propensity | Mass transportation | Optimal quantization | Portfolio analysis | Risk management | Risk measure | Risikomanagement | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomaß | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2024.02.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066797