Authors: Fuchs, Sebastian, Schlotter, Ruben, Schmidt, Klaus D.
Subject Terms: ddc:330, integrated quantile functions, quantile riskmeasures, spectral riskmeasures, subadditivity, value at risk, expected shortfall
Relation: gbv-ppn:1011866714; Journal: Risks; Volume: 5; Year: 2017; Issue: 4; Pages: 1-16; Basel: MDPI; http://hdl.handle.net/10419/195788
Authors: Fuchs, Sebastian, Schlotter, Ruben, Schmidt, Klaus D.
Subject Terms: ddc:330, integrated quantile functions, quantile riskmeasures, spectral riskmeasures, subadditivity, value at risk, expected shortfall, stat, manag
Relation: gbv-ppn:1011866714; Journal: Risks; Volume: 5; Year: 2017; Issue: 4; Pages: 1-16; http://hdl.handle.net/10419/195788