An introduction to multivariate and dynamic risk measures (back in 2014)

Ten years ago, I was giving a short course in Louvain-la-Neuve, on “an introduction to multivariate and dynamic risk measures“. I have written notes that are still online, but I never found time to do anything with them…



Cite this blog post
Arthur Charpentier (2024, March 30). An introduction to multivariate and dynamic risk measures (back in 2014). Freakonometrics. Retrieved April 22, 2024, from https://doi.org/10.58079/w4y2

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