A review of standard spectral risk measures
Year of publication: |
2021
|
---|---|
Authors: | Berkhouch, Mohammed ; Lakhnati, Ghizlane |
Published in: |
Recent applications of financial risk modelling and portfolio management. - Hershey, PA, USA : IGI Global, Business Science Reference, ISBN 978-1-7998-5083-0. - 2021, p. 363-381
|
Subject: | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement |
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