Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Pricing with Coherent Risk - MaRDI portal

Pricing with Coherent Risk (Q3532119)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Pricing with Coherent Risk
scientific article

    Statements

    title
    Pricing with Coherent Risk (English)
    0 references
    publication date
    3 November 2008
    0 references
    zbMATH DE Number
    5360136
    0 references
    zbMATH Keywords
    capital allocation
    0 references
    coherent risk measure
    0 references
    extreme measure
    0 references
    generator
    0 references
    no good deals
    0 references
    RAROC
    0 references
    risk contribution
    0 references
    risk-neutral measure
    0 references
    support function
    0 references
    tail V\@R
    0 references
    transaction costs
    0 references
    weighted V\@R
    0 references
    OpenAlex ID
    W2072362917
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3532119&oldid=37188233"
    Powered by MediaWiki