On measuring nonlinear risk with scarce observations
type: Item
instance of: scholarly article
title: On measuring nonlinear risk with scarce observations
zbMATH Open document ID: 1226.91066
author: Juan-Miguel Gracia
published in: Finance and Stochastics
publication date: 2011-11-27T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 5981315
MaRDI profile type: Publication
full work available at URL: s00780-009-0107-y
OpenAlex ID: W3122450402
cites work: Q5689624
cites work: Analytical methods for hedging systematic credit risk with linear factor portfolios
DOI: 10.1007/S00780-009-0107-Y
description: scientific article; zbMATH DE number 5981315