Compatibility between pricing rules and risk measures: The CCVaR (Q5852466): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1309918 |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Alejandro Balbas / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1492433472 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 09:06, 30 July 2024
scientific article; zbMATH DE number 5663433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Compatibility between pricing rules and risk measures: The CCVaR |
scientific article; zbMATH DE number 5663433 |
Statements
Compatibility between pricing rules and risk measures: The CCVaR (English)
0 references
27 January 2010
0 references
risk measure
0 references
pricing rule
0 references
unbounded optimization problem
0 references
compatibility
0 references
compatible conditional value at risk
0 references
