A Theory for Measures of Tail Risk.

Fangda Liu Ruodu Wang

Published in: Math. Oper. Res. (2021)

Keyphrases

risk measures
portfolio theory
general theory
theoretical framework
theoretical basis
risk assessment
risk management
decision making
data mining
data sets
knowledge base
computational model
database
information systems
search engine
decision theory
early warning
real world
influencing factors