On Dynamic Spectral Risk Measures and a Limit Theorem
Year of publication: |
2015
|
---|---|
Authors: | Madan, Dilip B. |
Other Persons: | Pistorius, Martijn (contributor) ; Stadje, Mitja (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Risikomaß | Risk measure | Messung | Measurement |
Extent: | 1 Online-Ressource (53 p) |
---|---|
Series: | Robert H. Smith School Research Paper ; No. RHS 2635636 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 24, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2635636 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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