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Coherent Risk Measures and a Limit Pass (Q3061297)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Coherent Risk Measures and a Limit Pass
scientific article

    Statements

    title
    Coherent Risk Measures and a Limit Pass (English)
    0 references
    author
    L. A. Konovalov
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    publication date
    14 December 2010
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    zbMATH Keywords
    coherent risk measures
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    limit pass
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    tail VaR
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    weighted VaR
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    optimization
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    law of large numbers
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    central limit theorem
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    Kusuoka theorem
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    Identifiers

    zbMATH DE Number
    5826800
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    OpenAlex ID
    W2057393534
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