Affiner les résultats
Type de document
Institution
Collection spécifique
Langue
- Anglais (2)
Auteur
- Farkas, Walter (2)
- Koch-Medina, Pablo (2)
- Munari, Cosimo (2)
Mot clé
- Acceptance sets (2)
- Risk measures (2)
- Cash subadditivity (1)
- Defaultable bonds (1)
- Department of Banking and Finance (1)
- Dual representations (1)
- General eligible assets (1)
- Multiple eligible assets (1)
- Quasiconvexity (1)
- Set-valued risk measures (1)
- Shortfall risk (1)
- Tail value-at-risk (1)
- Value-at-risk (1) Plus Moins