RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:16, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK |
scientific article |
Statements
RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (English)
0 references
15 October 2010
0 references
conditionally Gaussian model
0 references
dynamic coherent risk measure
0 references
dynamic weighted V\(\@\)R
0 references
risk-reward optimization
0 references
