A new risk measure MMVaR: properties and empirical research (Q6594963)
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scientific article; zbMATH DE number 7903306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new risk measure MMVaR: properties and empirical research |
scientific article; zbMATH DE number 7903306 |
Statements
A new risk measure MMVaR: properties and empirical research (English)
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29 August 2024
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MMVaR
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multi-period risk
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risk measure
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subadditive
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