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Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures.

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Title: Bigger Is Not Always Safer: A Critical Analysis of the Subadditivity Assumption for Coherent Risk Measures.
Authors: Rau-Bredow, Hans1 (AUTHOR) hans.rau-bredow@uni-wuerzburg.de
Source: Risks. Sep2019, Vol. 7 Issue 3, p91-91. 1p.
Database: Business Source Ultimate
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        Value: 10.3390/risks7030091
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