Set-valued average value at risk and its computation
Andreas H. Hamel; Birgit Rudloff; Mihaela Yankova
| Year of publication: |
2013
|
|---|---|
| Authors: | Hamel, Andreas ; Rudloff, Birgit ; Yankova, Mihaela |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 7.2013, 2, p. 229-246
|
| Subject: | Theorie | Theory | Risikomaß | Risk measure |
| 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://ebvufind01.dmz1.zbw.eu/10009736855