Measuring risk with multiple eligible assets
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Author / Producer
Date
2015-01
Publication Type
Journal Article
ETH Bibliography
yes
Citations
Altmetric
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Data
Rights / License
Permanent link
Publication status
published
External links
Editor
Book title
Journal / series
Volume
9 (1)
Pages / Article No.
3 - 27
Publisher
Springer
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Risk measures; Multiple eligible assets; Acceptance sets Dual representations; Set-valued risk measures
Organisational unit
03658 - Schweizer, Martin / Schweizer, Martin
Notes
Published online 30 June 2014.