Computation and asymptotic properties of estimated coherent risk measures
Year of publication: |
2008
|
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Authors: | Miller, D. J. ; Kim, M. |
Published in: |
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]. - Southampton [u.a.] : WIT Press, ISBN 1-84564-111-6. - 2008, p. 175-184
|
Subject: | Risikomaß | Risk measure | Risiko | Risk | Schätztheorie | Estimation theory | Messung | Measurement |
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