Superadditivity

Results: 2



#Item
1

Complementarity without superadditivity

Add to Reading List

Source URL: www.econ.yale.edu

Language: English - Date: 2016-12-14 11:00:13
    2Financial risk / Actuarial science / Mathematical finance / Economy / Applied mathematics / Finance / Value at risk / Expected shortfall / Variance / Superadditivity / Risk measure / Coherent risk measure

    VaR and ES Holy Triangle How Superadditive Can It Be?

    Add to Reading List

    Source URL: sas.uwaterloo.ca

    Language: English - Date: 2014-05-11 08:05:16
    UPDATE