Coherent and convex loss-based risk measures for portfolio vectors
type: Item
instance of: scholarly article
title: Coherent and convex loss-based risk measures for portfolio vectors
zbMATH Open document ID: 1408.91237
author: Fei Sun
author: Yanhong Chen
author: Yijun Hu
published in: Positivity
publication date: 2018-04-19T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6861669
zbMATH Keywords: convex loss-based risk measures
zbMATH Keywords: coherent loss-based risk measures
zbMATH Keywords: risk measures for portfolio vectors
zbMATH Keywords: multi-period risk measures
MaRDI profile type: Publication
full work available at URL: s11117-017-0517-6
OpenAlex ID: W2735064423
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DOI: 10.1007/S11117-017-0517-6
description: scientific article; zbMATH DE number 6861669