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Title:

Robustifying Convex Risk Measures for Linear Portfolios: A Nonparametric Approach

Document type:
Zeitschriftenaufsatz
Author(s):
Wozabal, David
Non-TUM Co-author(s):
ja
Cooperation:
-
Intellectual Contribution:
Discipline-based Research
Journal title:
Operations Research
Journal listet in FT50 ranking:
Operations Research
Year:
2014
Journal volume:
62
Pages contribution:
1302-1315
Covered by:
Scopus; Web of Science
Fulltext / DOI:
doi:10.1287/opre.2014.1323
Publisher:
Institute for Operations Research and the Management Sciences (INFORMS)
Date of publication:
01.12.2014
Judgement review:
0
Key publication:
Ja
Peer reviewed:
Ja
International:
Ja
Book review:
Nein
Commissioned:
not commissioned
Professional Journal:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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