Aggregation-Robustness and Model Uncertainty of Regulatory Risk Measures
Year of publication: |
2015
|
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Authors: | Embrechts, Paul |
Other Persons: | Wang, Bin (contributor) ; Wang, Ruodu (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risiko | Risk | Regulierung | Regulation | Messung | Measurement | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Modellierung | Scientific modelling |
Extent: | 1 Online-Ressource (26 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Finance Stochastics, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2015 erstellt |
Classification: | C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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