"Spectral risk measures: properties and limitations" : comment on Dowd, Cotter, and Sorwar
Year of publication: |
February 2016
|
---|---|
Authors: | Brandtner, Mario |
Other Persons: | Dowd, Kevin (contributor) ; Cotter, John (contributor) ; Sorwar, Ghulam (contributor) |
Published in: |
Journal of financial services research : JFSR. - Dordrecht [u.a.] : Springer Science + Business Media Inc., ISSN 0920-8550, ZDB-ID 1027136-3. - Vol. 49.2016, 1, p. 121-131
|
Subject: | Spectral risk measures | Exponential risk spectrum | Power risk spectrum | Comparative risk aversion | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Risikomanagement | Risk management |
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