Vector-valued coherent risk measure processes
Imen Ben Tahar and Emmanuel Lépinette
| Year of publication: |
2014
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|---|---|
| Authors: | Tahar, Imen Ben ; Lépinette, Emmanuel |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 2, p. 1-28
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| Subject: | Vector-valued risk measure | coherent risk measure | dynamic risk measure | dual representation | transaction costs | partial order | Risikomaß | Risk measure | Theorie | Theory | Risiko | Risk | Messung | Measurement | Transaktionskosten | Transaction costs | Entscheidung unter Risiko | Decision under risk | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010363907