Compatibility between pricing rules and risk measures: The CCVaR (Q5852466): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q1309918 |
||
| Property / author | |||
| Property / author: Alejandro Balbas / rank | |||
Revision as of 23:24, 22 February 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
