Regulator-based risk statistics for portfolios

DOI10.1155/2020/7015267zbMath1459.91213arXiv1904.08829OpenAlexW3041153067MaRDI QIDQ782118

Xiaochuan Deng, Fei Sun

Publication date: 22 July 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.08829

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Portfolio theory (91G10)

Related Items (1)

Regulator-based risk statistics with scenario analysis

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