Multivariate dynamic cash sub-additive risk measures for processes
Year of publication: |
2022
|
---|---|
Authors: | Sun, Fei ; Luo, Kui ; Feng, Yu |
Subject: | Dynamic risk measures | multivariate | processes | Risiko | Risk | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Multivariate Analyse | Multivariate analysis | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
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