A quantitative comparison of risk measures
Year of publication: |
July 2017
|
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Authors: | Pichler, Alois |
Published in: |
Annals of operations research ; volume 254, numbers 1/2 (July 2017). - New York, NY, USA : Springer. - 2017, p. 251-275
|
Subject: | Risikomaß | Risk measure | Ökonometrisches Ungleichgewichtsmodell | Disequilibrium econometric model | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Operations Research | Operations research |
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