Disentangling price, risk and model risk : V&R measures
Year of publication: |
March 2018
|
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Authors: | Frittelli, Marco ; Maggis, Marco |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 12.2018, 2, p. 219-247
|
Subject: | Model risk | Pricing uncertainty | Test functions | Value and Risk measures | Law invariant risk measures | Quasi-convex duality | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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