Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints (Q4457073): Difference between revisions
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Revision as of 15:57, 5 March 2024
scientific article; zbMATH DE number 2061224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints |
scientific article; zbMATH DE number 2061224 |
Statements
Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints (English)
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21 March 2004
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Coherent Risk Measure
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Shortfall Risk
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Constrained Strategy
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Super-hedging
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Convex Duality
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