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Risikomaß
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András Prékopa
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Prékopa, András
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Lee, Jinwook
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Annals of operations research
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European journal of operational research : EJOR
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Including special section: behavioral considerations in developing and applying operations research models
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ECONIS (ZBW)
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Multivariate value at risk and related topics
Prékopa, András
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2012
Persistent link: https://www.econbiz.de/10009619699
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Properties and calculation of multivariate risk measures : MVaR and MCVaR
Lee, Jinwook
;
Prékopa, András
- In:
Including special section: behavioral considerations in …
,
(pp. 225-254)
.
2013
Persistent link: https://www.econbiz.de/10010232544
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Risk tomography
Prékopa, András
;
Lee, Jinwook
- In:
European journal of operational research : EJOR
265
(
2018
)
1
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pp. 149-168
Persistent link: https://www.econbiz.de/10011805383
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