Bounds for nested law invariant coherent risk measures
Year of publication: |
2012
|
---|---|
Authors: | Xin, Linwei ; Shapiro, Alexander |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 40.2012, 6, p. 431-435
|
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risikomanagement | Risk management | Messung | Measurement | Risiko | Risk |
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