Article
Publicly Available
Frontmatter
Published/Copyright:
January 1, 2018
Published Online: 2018-1-1
Published in Print: 2018-1-1
© 2017 Walter de Gruyter GmbH, Berlin/Boston
Articles in the same Issue
- Frontmatter
- Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading
- On risk measuring in the variance-gamma model
- Distortion risk measures, ROC curves, and distortion divergence
- EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies
- Optimal expected utility risk measures
Articles in the same Issue
- Frontmatter
- Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading
- On risk measuring in the variance-gamma model
- Distortion risk measures, ROC curves, and distortion divergence
- EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies
- Optimal expected utility risk measures
