RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:59, 5 March 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
