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Latest revision as of 01:14, 28 July 2024

scientific article; zbMATH DE number 7476269
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English
Robustness in the Optimization of Risk Measures
scientific article; zbMATH DE number 7476269

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    Robustness in the Optimization of Risk Measures (English)
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    18 February 2022
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    financial engineering
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    robustness
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    value-at-risk
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    expected shortfall
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    optimization
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    financial regulation
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