Set-valued average value at risk and its computation

Journal article

Peer reviewed

Andreas Heinrich Hamel, B Rudloff and M Yankova

Mathematics and Financial Economics, Vol.7(2), pp.229-246

7

2013

Handle:

https://hdl.handle.net/10863/599

Details

Title: Set-valued average value at risk and its computation
Creators: Andreas Heinrich Hamel
B Rudloff
M Yankova
Publication Details: Mathematics and Financial Economics, Vol.7(2), pp.229-246
ISSN: 1862-9679
Series / Volume: 7
Publisher: Springer Verlag (Germany)
Identifiers: (UNIBZ)1743440
991005772971001241
Web of Science ID: WOS:000209633500005
Scopus ID: 2-s2.0-84876154066
Academic Unit: Faculty of Economics and Management
Language: English
Resource Type: Journal article
Author Names String: Hamel AH, Rudloff B, Yankova M

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