Pages that link to "Item:Q5213447"
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The following pages link to MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK (Q5213447):
Displaying 10 items.
- On multivariate extensions of value-at-risk (Q391656) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Risk tomography (Q1681334) (← links)
- Multivariate value at risk and related topics (Q1931628) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)