Comparison of risks based on the expected proportional shortfall
Year of publication: |
2012
|
---|---|
Authors: | Belzunce, Félix ; Pinar, José F. ; Ruiz, José M. ; Sordo, Miguel A. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 2, p. 292-302
|
Subject: | Risiko | Risk | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Erwartungsbildung | Expectation formation |
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