Tail nonlinearly transformed risk measure and its application
Zhiping Chen; Li Yang; Daobao Xu; Qianhui Hu
| Year of publication: |
2012
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|---|---|
| Authors: | Chen, Zhiping ; Li Yang ; Xu, Daobao ; Hu, Qianhui |
| Published in: |
OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 0171-6468, ZDB-ID 2073885-7. - Vol. 34.2012, 4, p. 817-860
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| Subject: | Risikomaß | Risk measure | Theorie | Theory | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Messung | Measurement | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| 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/10009631526