Quotation Feinstein, Zachary, Rudloff, Birgit. 2021. Scalar multivariate risk measures with a single eligible asset. Mathematics of Operations Research.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Mathematics of Operations Research
Citation Index SCI
WU Journalrating 2009 A
WU-Journal-Rating new FIN-A, INF-A, STRAT-A, WH-A
Language English
Title Scalar multivariate risk measures with a single eligible asset
Year 2021
Reviewed? Y
DOI n.a.
Open Access Y
Open Access Link n.a.

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)
5361 Financial management (Details)
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