Risk measures with the CxLS property
Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel
| Year of publication: |
April 2016
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|---|---|
| Authors: | Delbaen, Freddy ; Bellini, Fabio ; Bignozzi, Valeria ; Ziegel, Johanna F. |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 20.2016, 2, p. 433-453
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| Subject: | Decision theory | Elicitability | Convex level sets | Mixture continuity | Robustness | Messung | Measurement | Entscheidungstheorie | Risiko | Risk | Robustes Verfahren | Robust statistics | Risikomaß | Risk measure | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-015-0279-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011471250