Robustness in the Optimization of Risk Measures (Q5031002): Difference between revisions
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Revision as of 22:35, 28 February 2024
scientific article; zbMATH DE number 7476269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness in the Optimization of Risk Measures |
scientific article; zbMATH DE number 7476269 |
Statements
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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