An energy-based measure for long-run horizon risk quantification
Year of publication: |
2020
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Authors: | Tzagkarakis, George ; Maurer, Frantz |
Published in: |
Annals of operations research ; volume 289, number 2 (June 2020). - New York, NY, USA : Springer. - 2020, p. 363-390
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Subject: | Risk analysis | Long-run risk quantification | Time-scale decompositions | Energy distribution | Risikomanagement | Risk management | Risiko | Risk | Theorie | Theory | Dekompositionsverfahren | Decomposition method |
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