Coherent and convex risk measures for portfolios with applications
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Year
: 2014DOI: 10.1016/j.spl.2014.03.005
Keyword(s): Coherent risk measure,Convex risk measure,Risk measures for portfolio vectors,Multi,Product space
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Coherent and convex risk measures for portfolios with applications
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| contributor author | Wei, Linxiao - Hu, Yijun | |
| date accessioned | 2020-03-12T16:46:43Z | |
| date available | 2020-03-12T16:46:43Z | |
| date issued | 2014 | |
| identifier issn | 0167-7152 | |
| identifier other | 10.1016-j.spl.2014.03.005.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/932858?locale-attribute=en | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Coherent and convex risk measures for portfolios with applications | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 7680344 | |
| subject keywords | Coherent risk measure | |
| subject keywords | Convex risk measure | |
| subject keywords | Risk measures for portfolio vectors | |
| subject keywords | Multi | |
| subject keywords | Product space | |
| identifier doi | 10.1016/j.spl.2014.03.005 | |
| journal title | Statistics & Probability Letters | |
| journal volume | 90 | |
| journal issue | 0 | |
| filesize | 387164 | |
| citations | 2 |