How Superadditive Can a Risk Measure Be?
Year of publication: |
2015
|
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Authors: | Wang, Ruodu |
Other Persons: | Bignozzi, Valeria (contributor) ; Tsanakas, Andreas (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (32 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Forthcoming in SIAM Journal on Financial Mathematics (SIFIN) Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 13, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2373149 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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