Work

Risk Measures Based on Benchmark Loss Distributions

Year: 2017

Type: article

Source: Journal of Risk & Insurance

DOI: 10.1111/jori.12285

Authors: Valeria Bignozzi, Matteo Burzoni, Cosimo Munari

Institutions: University of Milano-Bicocca, ETH Zurich, University of Zurich, Swiss Finance Institute

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

Funders: Università degli Studi di Milano, Università degli Studi di Milano-Bicocca

OpenAlex ID: W3021155972

FWCI: 1.139

Cites: 38

Cited by: 28

Related to: 10