Shortfall deviation risk : an alternative for risk measurement
Year of publication: |
2016
|
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Authors: | Righi, Marcelo Brutti ; Ceretta, Paulo Sergio |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 19.2016, 2, p. 81-116
|
Subject: | shortfall deviation risk | risk management | risk measures | coherent risk measures | generalized deviation measures | Risikomanagement | Risk management | Risikomaß | Risk measure | Finanzdienstleistung | Financial services | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Theorie | Theory |
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