Regulator-Based Risk Statistics for Portfolios
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2020, Issue 2020 (31 Dec. 2020), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2020-07-09
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
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.
American Psychological Association (APA)
Deng, Xiaochuan& Sun, Fei. 2020. Regulator-Based Risk Statistics for Portfolios. Discrete Dynamics in Nature and Society،Vol. 2020, no. 2020, pp.1-6.
https://search.emarefa.net/detail/BIM-1153366
Modern Language Association (MLA)
Deng, Xiaochuan& Sun, Fei. Regulator-Based Risk Statistics for Portfolios. Discrete Dynamics in Nature and Society No. 2020 (2020), pp.1-6.
https://search.emarefa.net/detail/BIM-1153366
American Medical Association (AMA)
Deng, Xiaochuan& Sun, Fei. Regulator-Based Risk Statistics for Portfolios. Discrete Dynamics in Nature and Society. 2020. Vol. 2020, no. 2020, pp.1-6.
https://search.emarefa.net/detail/BIM-1153366
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1153366
