|
Eine Ebene nach oben |
Gruppiert nach: Dokumententyp |
Veröffentlichungsdatum
Anzahl der Publikationen: 2
2018
Hoffmann, Hannes; Meyer-Brandis, Thilo 
ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2018):
Strongly consistent multivariate conditional risk measures.
In: Mathematics and Financial Economics, Bd. 12, Nr. 3: S. 413-444
ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2018):
Strongly consistent multivariate conditional risk measures.
In: Mathematics and Financial Economics, Bd. 12, Nr. 3: S. 413-444
2016
Hoffmann, Hannes; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2016):
Risk-consistent conditional systemic risk measures.
In: Stochastic Processes and their Applications, Bd. 126, Nr. 7: S. 2014-2037
ORCID: https://orcid.org/0000-0002-6374-7983 und Svindland, Gregor
(2016):
Risk-consistent conditional systemic risk measures.
In: Stochastic Processes and their Applications, Bd. 126, Nr. 7: S. 2014-2037