Convex measures of risk and trading constraints
Hans Föllmer; Alexander Schied
| Year of publication: |
2002
|
|---|---|
| Authors: | Föllmer, Hans ; Schied, Alexander |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 6.2002, 4, p. 429-447
|
| Subject: | shortfall risk | Risiko | Risk | Definition | Messung | Measurement | Portfolio-Management | Portfolio selection | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Finance and stochastics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001702779