Robust value-at-risk : an information-theoretic approach
Joseph Simonian and Josh Davis
| Year of publication: |
2010
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|---|---|
| Authors: | Simonian, Joseph ; Davis, Joshua M. |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 16/18, p. 1551-1553
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| Subject: | Kullback-Leibler Divergence | Risikomaß | Risk measure | Robustes Verfahren | Robust statistics | Messung | Measurement | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009232183