Computing best bounds for nonlinear risk measures with partial information
Year of publication: |
2013
|
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Authors: | Wong, Man Hong ; Zhang, Shuzhong |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 52.2013, 2, p. 204-212
|
Subject: | Theorie | Theory | Messung | Measurement | Stochastischer Prozess | Stochastic process | Risiko | Risk | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information |
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