Worst-Case Range Value-at-Risk with Partial Information
Year of publication: |
2017
|
---|---|
Authors: | Li, Lujun |
Other Persons: | Shao, Hui (contributor) ; Wang, Ruodu (contributor) ; Yang, Jingping (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Theorie | Theory | Unvollkommene Information | Incomplete information |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 19, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2920334 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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