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Dynamic risk measures under model uncertainty - MaRDI portal

Dynamic risk measures under model uncertainty (Q2511475)

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Dynamic risk measures under model uncertainty
scientific article

    Statements

    title
    Dynamic risk measures under model uncertainty (English)
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    author
    André Mundt
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    publication date
    5 August 2014
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    cites work
    Q5706744
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    Q5310532
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    Measures of risk
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    Q4679086
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    Q4315289
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    Q5599448
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    Q4170121
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    Q4421380
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    90C40
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    62C10
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    zbMATH DE Number
    6325353
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    OpenAlex ID
    W2083816489
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