Kusuoka representations of coherent risk measures in general probability spaces
Nilay Noyan; Gábor Rudolf
| Year of publication: |
2015
|
|---|---|
| Authors: | Noyan, Nilay ; Rudolf, Gábor |
| Published in: |
Annals of operations research ; 229. - New York, NY : Springer. - 2015, p. 591-605
|
| Subject: | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011284388