Law invariant convex risk measures for portfolio vectors

By Rüschendorf Ludger. 2006

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/1628c5f077aae2f26808aadc8cb89e4a68cfbac6

Citations in the corpus

COMONOTONIC MEASURES OF MULTIVARIATE RISKS (2012, unknown): “See (2.12) in Rüschendorf (2006).”