Systemic risk measures on general measurable spaces
E. Kromer, L. Overbeck, K. Zilch
| Year of publication: |
October 2016
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|---|---|
| Authors: | Kromer, E. ; Overbeck, L. ; Zilch, K. |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 84.2016, 2, p. 323-357
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| Subject: | Systemic risk measure | Aggregation function | Locally convex-solid Riesz spaces | Decomposition | Dual representation | Risk attribution | Systemrisiko | Systemic risk | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Finanzkrise | Financial crisis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00186-016-0545-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011673530