On convex risk measures on Lp-spaces
Year of publication: |
2009
|
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Authors: | Kaina, M. ; Rüschendorf, Ludger |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 69.2009, 3, p. 475-495
|
Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection |
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