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1 Ergebnisse
1
Loss-Based Risk Measures:
Cont, Rama
;
Deguest, Romain
;
He, Xuedong
info:eu-repo/semantics/altIdentifier/arxiv/1110.1436. , 2011
Link:
https://hal.science/hal-00629929
RT Journal T1 <Title>Loss-Based Risk Measures</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftunivparis:oai:HAL:hal-00629929v1&Exemplar=1&LAN=DE A1 Cont, Rama A1 Deguest, Romain A1 He, Xuedong PB HAL CCSD YR 2011 K1 risk measure K1 coherent risk measure K1 Fenchel-Legendre transform K1 Choquet capacity K1 JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G11 - Portfolio Choice • Investment Decisions K1 JEL: D - Microeconomics/D.D8 - Information K1 Knowledge K1 and Uncertainty/D.D8.D81 - Criteria for Decision-Making under Risk and Uncertainty K1 [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] K1 [QFIN.RM]Quantitative Finance [q-fin]/Risk Management [q-fin.RM] JF info:eu-repo/semantics/altIdentifier/arxiv/1110.1436 LK http://dx.doi.org/https://hal.science/hal-00629929 DO https://hal.science/hal-00629929 SF ELIB - SuUB Bremen
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