Set-valued average value at risk and its computation (Q356482): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G10 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 26E25 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91B60 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C39 / rank | |||
Normal rank | |||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G30 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6191715 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
average value at risk | |||
Property / zbMATH Keywords: average value at risk / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
set-valued risk measures | |||
Property / zbMATH Keywords: set-valued risk measures / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
coherent risk measures | |||
Property / zbMATH Keywords: coherent risk measures / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
transaction costs | |||
Property / zbMATH Keywords: transaction costs / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Benson's algorithm | |||
Property / zbMATH Keywords: Benson's algorithm / rank | |||
Normal rank |
Revision as of 10:35, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Set-valued average value at risk and its computation |
scientific article |
Statements
Set-valued average value at risk and its computation (English)
0 references
25 July 2013
0 references
average value at risk
0 references
set-valued risk measures
0 references
coherent risk measures
0 references
transaction costs
0 references
Benson's algorithm
0 references