An introduction to multivariate and dynamic risk measures

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1

Arthur Charpentier

Statistics [math.ST] Economics and Finance

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risk-measures-multivariate.pdf (693.07 Ko)

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https://hal.science/hal-01831481

Submitted on : Thursday, July 5, 2018-9:53:52 PM

Last modification on : Thursday, March 5, 2020-6:28:04 PM

Long-term archiving on: Monday, October 1, 2018-6:32:15 PM

hal-01831481 , version 1 (05-07-2018)

Arthur Charpentier. An introduction to multivariate and dynamic risk measures. 2018. ⟨hal-01831481⟩