Combining multi-asset and intrinsic risk measures
Christian Laudagé, Jörn Sass, Jörg Wenzel
| Year of publication: |
2022
|
|---|---|
| Authors: | Laudagé, Christian ; Sass, Jörn ; Wenzel, Jörg |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 106.2022, p. 254-269
|
| Subject: | Intrinsic risk measure | Multi-asset risk measure | Multiple eligible assets | Diversification | Expected Shortfall | Theorie | Theory | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Messung | Measurement | Risiko | Risk | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.07.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013380532