Excess invariance and shortfall risk measures
Year of publication: |
2013
|
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Authors: | Staum, Jeremy |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 41.2013, 1, p. 47-53
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Subject: | Theorie | Theory | Risikomanagement | Risk management | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Messung | Measurement |
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