Robustness in the Optimization of Risk Measures (Q5031002): 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 18:29, 5 March 2024
scientific article; zbMATH DE number 7476269
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness in the Optimization of Risk Measures |
scientific article; zbMATH DE number 7476269 |
Statements
Robustness in the Optimization of Risk Measures (English)
0 references
18 February 2022
0 references
financial engineering
0 references
robustness
0 references
value-at-risk
0 references
expected shortfall
0 references
optimization
0 references
financial regulation
0 references
