Surplus-invariant risk measures
Niushan Gao, Cosimo Munari
| Year of publication: |
2020
|
|---|---|
| Authors: | Gao, Niushan ; Munari, Cosimo-Andrea |
| Published in: |
Mathematics of operations research. - Catonsville, MD : INFORMS, ISSN 0364-765X, ZDB-ID 195683-8. - Vol. 45.2020, 4, p. 1342-1370
|
| Subject: | surplus invariance | risk measures | acceptance sets | dual representations | extensions | classic model spaces | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2019.1035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012320322