Quotation Feinstein, Zachary, Rudloff, Birgit. 2018. A Supermartingale Relation for Multivariate Risk Measures. Quantitative Finance. 18 (12), 1971-1990.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Quantitative Finance
Citation Index SSCI
WU-Journal-Rating new FIN-A, STRAT-B, VW-C, WH-B
Language English
Title A Supermartingale Relation for Multivariate Risk Measures
Volume 18
Number 12
Year 2018
Page from 1971
Page to 1990
Reviewed? Y
URL https://www.tandfonline.com/doi/abs/10.1080/14697688.2018.1459810
DOI https://doi.org/10.1080/14697688.2018.1459810
Open Access N

Associations

People
Rudloff, Birgit (Details)
External
Feinstein, Zachary (Washington University at St. Louis, United States/USA)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
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