Scalar multivariate risk measures with a single eligible asset
Zachary Feinstein, Birgit Rudloff
| Year of publication: |
2022
|
|---|---|
| Authors: | Feinstein, Zachary ; Rudloff, Birgit |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 2, p. 899-922
|
| Subject: | dynamic risk measures | scalarization | time consistency | Theorie | Theory | Zeitkonsistenz | Time consistency | Risikomaß | Risk measure | Risiko | Risk | Messung | Measurement |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1153 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365032