Optimization of Convex Risk Functions (Q5387990): Difference between revisions
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scientific article; zbMATH DE number 5279683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimization of Convex Risk Functions |
scientific article; zbMATH DE number 5279683 |
Statements
Optimization of Convex Risk Functions (English)
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27 May 2008
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convex analysis
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stochastic optimization
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risk measures
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duality
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