An estimation model of value-at-risk portfolio under uncertainty (Q1043315): Difference between revisions
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Revision as of 00:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An estimation model of value-at-risk portfolio under uncertainty |
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An estimation model of value-at-risk portfolio under uncertainty (English)
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7 December 2009
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uncertainty modeling
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value-at-risk (VaR)
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risk-sensitive portfolio
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fuzzy random variable
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possibility and necessity
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pessimistic-optimistic index
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