Comonotonic measures of multivariate risks
Year of publication: |
2012
|
---|---|
Authors: | Ekeland, Ivar ; Galichon, Alfred ; Henry, Marc |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 22.2012, 1, p. 109-132
|
Subject: | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Korrelation | Correlation | Theorie | Theory |
-
Value-at-Risk and expected shortfall for rare events
Mittnik, Stefan, (2008)
-
Dependency modeling and value-at-risk forecasts for financial portfolios
Berger, Theo, (2013)
-
So, Mike Ka-pui, (2022)
- More ...
-
Optimal transportation and the falsifiability of incompletely specified economic models
Ekeland, Ivar, (2010)
-
Comonotonic measures of multivariate risks
Ekeland, Ivar, (2012)
-
Optimal transportation and the falsifiability of incompletely specified economic models
Ekeland, Ivar, (2009)
- More ...