On the dual representation of coherent risk measures
Year of publication: |
March 2018
|
---|---|
Authors: | Ang, Marcus ; Sun, Jie ; Yao, Qiang |
Published in: |
Risk management approaches in engineering applications. - New York, NY, USA : Springer. - 2018, p. 29-46
|
Subject: | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement | Portfolio-Management | Portfolio selection |
-
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel, (2016)
-
A note on a new weighted idiosyncratic risk measure
Jan, Yin-Ching, (2014)
-
Comparing risk measures when aggregating market risk and credit risk using different copulas
Maciag, Jakob, (2016)
- More ...
-
Tang, Yong, (2014)
-
The development of low-carbon towns in China: Concepts and practices
Li, Zheng, (2012)
-
A review of wind loads on heliostats and trough collectors
Sun, Honghang, (2014)
- More ...