Tail nonlinearly transformed risk measure : properties, decision theoretic analysis and application to portfolio selection and banking regulation
von Kerstin Bergk, M. Sc.
| Year of publication: |
[2021]
|
|---|---|
| Authors: | Bergk, Kerstin |
| Other Persons: | Kürsten, Wolfgang (degree supervisor) ; Jansen, Harald (degree supervisor) |
| Institutions: | Friedrich-Schiller-Universität Jena (degree granting) |
| Publisher: |
Jena |
| Subject: | Tail Nonlinear Transformed | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Entscheidungstheorie | Decision theory | Bankenregulierung | Bank regulation | Basler Akkord | Basel Accord | Theorie | Theory | Kreditinstitut | Kapitalmarktforschung | Regulierung | Risikomanagement |
| Extent: | VIII, 226 Blätter Diagramme 29,5 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Dissertation, Friedrich-Schiller-Universität Jena, 2021 |
| Notes: | Literaturverzeichnis: Seite 199-226 Tag der Verteidigung: 19.10.2021 |
| Classification: | Banken, Versicherungen |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012817169