Loss-based risk measures
Year of publication: |
2013
|
---|---|
Authors: | Cont, Rama ; Deguest, Romain ; He, Xue Dong |
Published in: |
Statistics & Risk Modeling. - Oldenbourg Wissenschaftsverlag GmbH, ISSN 2193-1402, ZDB-ID 2630803-4. - Vol. 30.2013, 2, p. 133-167
|
Publisher: |
Oldenbourg Wissenschaftsverlag GmbH |
Subject: | risk measures | robustness | loss-based risk measures | quantile estimation | convex risk measure |
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