What is the best risk measure in practice? : a comparsion of standard measures
Susanne Emmer, Marie Kratz and Dirk Tasche
| Year of publication: |
December 2015
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|---|---|
| Authors: | Emmer, Susanne ; Kratz, Marie ; Tasche, Dirk |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 18.2015/2016, 2, p. 31-60
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| Subject: | backtesting | capital allocation | coherence | diversification | conditional elicitability | risk measures | Risikomaß | Risk measure | Messung | Measurement | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Diversifikation | Diversification | Risikomanagement | Risk management |
| 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/10011438976