首页    期刊浏览 2024年11月25日 星期一
登录注册

文章基本信息

  • 标题:Regulator-Based Risk Statistics for Portfolios
  • 本地全文:下载
  • 作者:Xiaochuan Deng ; Fei Sun
  • 期刊名称:Discrete Dynamics in Nature and Society
  • 印刷版ISSN:1026-0226
  • 电子版ISSN:1607-887X
  • 出版年度:2020
  • 卷号:2020
  • 页码:1-6
  • DOI:10.1155/2020/7015267
  • 出版社:Hindawi Publishing Corporation
  • 摘要:

    Risk statistic is a critical factor not only for risk analysis but also for financial application. However, the traditional risk statistics may fail to describe the characteristics of regulator-based risk. In this paper, we consider the regulator-based risk statistics for portfolios. By further developing the properties related to regulator-based risk statistics, we are able to derive dual representation for such risk.

国家哲学社会科学文献中心版权所有