Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (Q3523879): Difference between revisions
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| Property / author: Dessislava A. Pachamanova / rank | |||
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| Property / full work available at URL: https://doi.org/10.1287/mnsc.1070.0769 / rank | |||
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Latest revision as of 05:10, 13 November 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization |
scientific article |
Statements
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (English)
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5 September 2008
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value-at-risk
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robust optimization
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coherent risk measures
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