OpenAlex
Risk-consistent conditional systemic risk measures
Work
Year: 2016
Type: article
Source: Stochastic Processes and their Applications
Authors Hannes Hoffmann, Thilo Meyer‐Brandis, Gregor Svindland
Institution Ludwig-Maximilians-Universität München
Cites: 25
Cited by: 42
Related to: 10
FWCI: 5.755
Citation percentile (by year/subfield): 95.01
Topic: Risk and Portfolio Optimization
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green