✦ LIBER ✦

Consistent risk measures for portfolio vectors

✍ Scribed by Christian Burgert; Ludger Rüschendorf

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Time Consistent Dynamic Risk Measures

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Risk-adjusted probability measures in po

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Coherent Distortion Risk Measures in Por

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Portfolio Optimization under Lower Parti

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Robust portfolio asset allocation and ri

✍ Scutellà, Maria Grazia; Recchia, Raffaella 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 797 KB

Convex risk measures for portfolio optim

✍ Hans-Jakob Lüthi; Jörg Doege 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 195 KB