Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Compatible Conditional Value at Risk"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Compatibility
1
Compatible Conditional Value at Risk
1
Pricing Rule
1
Risk Measure
1
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
English
1
Author
All
Balbás, Alejandro
1
Balbás, Raquel
1
Institution
All
Departamento de Economía de la Empresa, Universidad Carlos III de Madrid
1
Published in...
All
Business Economics Working Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Compatibility between pricing rules and risk measures: The CCVaR
Balbás, Alejandro
;
Balbás, Raquel
-
Departamento de Economía de la Empresa, Universidad …
-
2009
the
Compatible
Conditional
Value
at
Risk
(CCVaR). It seems that the CCVaR preserves the good properties of the CVaR and …
Persistent link: https://www.econbiz.de/10005111004
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
