Dependence uncertainty bounds for the expectile of a portfolio
Year of publication: |
2015
|
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Authors: | Jakobsons, Edgars ; Vanduffel, Steven |
Subject: | expectiles | convex order | elicitability | coherence | dependence | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks3040599 [DOI] hdl:10419/167871 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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