Subadditivity of value-at-risk for Bernoulli random variables (Q2018624)
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scientific article; zbMATH DE number 6419265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subadditivity of value-at-risk for Bernoulli random variables |
scientific article; zbMATH DE number 6419265 |
Statements
Subadditivity of value-at-risk for Bernoulli random variables (English)
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24 March 2015
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risk measure
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value-at-risk
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superadditivity
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Bernoulli random variables
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portfolio of bonds
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