Vector-Valued Risk Measure Processes
Year of publication: |
2013
|
---|---|
Authors: | Lepinette, Emmanuel |
Other Persons: | Tahar, Imen (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2241027 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel, (2016)
-
Risk measures and nonlinear expectations
Chen, Zengjing, (2013)
-
An axiomatic foundation for the expected shortfall
Wang, Ruodu, (2021)
- More ...
-
Some contributions to financial market modelling with transaction costs
Tran, Quoc Tuan, (2014)
-
Large Financial Markets and Asymptotic Arbitrage with Small Transaction Costs
Klein, Irene, (2012)
-
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs
Bouchard, Bruno, (2013)
- More ...