Skip to main navigation
Skip to search
Skip to main content
Stevens Institute of Technology Home
Home
Profiles
Research units
Projects
Research output
Search by expertise, name or affiliation
A supermartingale relation for multivariate risk measures
Zachary Feinstein
, Birgit Rudloff
School of Business
Vienna University of Economics and Business
Research output
:
Contribution to journal
›
Article
›
peer-review
9
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'A supermartingale relation for multivariate risk measures'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Risk Measure
100%
Valued Set
40%
Dual Variable
40%
Worst Case
20%