Feinstein, Zachary, Rudloff, Birgit. 2021. Scalar multivariate risk measures with a single eligible asset. Mathematics of Operations Research.
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| 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, VW-D, WH-A |
| Language | English |
| Title | Scalar multivariate risk measures with a single eligible asset |
| Year | 2021 |
| Reviewed? | Y |
| DOI | n.a. |
| 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 (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)
- 5361 Financial management (Details)