Relevant coherent measures of risk
Year of publication: |
2006
|
---|---|
Authors: | Stoica, George |
Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 42.2006, 6, p. 794-806
|
Subject: | Risiko | Risk | Definition | Messung | Measurement | Theorie | Theory | Risikomaß | Risk measure | Martingal | Martingale |
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