Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandBeitrag in Buch/SammelwerkForschungPeer-Review

Autoren

  • Thomas Knispel
  • Hans Föllmer

Externe Organisationen

  • Humboldt-Universität zu Berlin (HU Berlin)
Forschungs-netzwerk anzeigen

Details

OriginalspracheEnglisch
Titel des SammelwerksHandbook of the Fundamentals of Financial Decision Making, Part II
Herausgeber (Verlag)World Scientific
PublikationsstatusVeröffentlicht - 2013

Zitieren

Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. / Knispel, Thomas; Föllmer, Hans.
Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific, 2013.

Publikation: Beitrag in Buch/Bericht/Sammelwerk/KonferenzbandBeitrag in Buch/SammelwerkForschungPeer-Review

Knispel, T & Föllmer, H 2013, Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. in Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific.
Knispel, T., & Föllmer, H. (2013). Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. In Handbook of the Fundamentals of Financial Decision Making, Part II World Scientific.
Knispel T, Föllmer H. Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. in Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific. 2013
Knispel, Thomas ; Föllmer, Hans. / Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios. Handbook of the Fundamentals of Financial Decision Making, Part II. World Scientific, 2013.
Download
@inbook{54f8f5af3d624d9db04d47ff5e05948b,
title = "Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios",
author = "Thomas Knispel and Hans F{\"o}llmer",
year = "2013",
language = "English",
booktitle = "Handbook of the Fundamentals of Financial Decision Making, Part II",
publisher = "World Scientific",
address = "United States",

}

Download

TY - CHAP

T1 - Convex Risk Measures: Basic Facts, Law-invariance and beyond, Asymptotics for Large Portfolios

AU - Knispel, Thomas

AU - Föllmer, Hans

PY - 2013

Y1 - 2013

UR - https://www.insurance.uni-hannover.de/fileadmin/house-of-insurance/People/knispel_thomas/RiskMeasures_FoellmerKnispel.pdf

M3 - Contribution to book/anthology

BT - Handbook of the Fundamentals of Financial Decision Making, Part II

PB - World Scientific

ER -