Bounds for nested law invariant coherent risk measures (Q1939679): Difference between revisions
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Property / cites work: Coherent Measures of Risk / rank | |||
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Property / cites work: Q4552656 / rank | |||
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Property / cites work: Q3528030 / rank | |||
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Property / cites work: Dynamic coherent risk measures / rank | |||
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Property / cites work: Conditional Risk Mappings / rank | |||
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Property / cites work: Optimization of Convex Risk Functions / rank | |||
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Property / cites work: Lectures on Stochastic Programming / rank | |||
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Latest revision as of 05:32, 6 July 2024
scientific article
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English | Bounds for nested law invariant coherent risk measures |
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Bounds for nested law invariant coherent risk measures (English)
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5 March 2013
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risk measures
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law invariant
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coherent
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Average Value-at-Risk
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comonotonic
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