Set-valued average value at risk and its computation (Q356482): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E25
@@ Property / Mathematics Subject Classification ID: 26E25 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B60
@@ Property / Mathematics Subject Classification ID: 91B60 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C39
@@ Property / Mathematics Subject Classification ID: 90C39 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G30
@@ Property / Mathematics Subject Classification ID: 91G30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6191715
@@ Property / zbMATH DE Number: 6191715 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+average value at risk
@@ Property / zbMATH Keywords: average value at risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+set-valued risk measures
@@ Property / zbMATH Keywords: set-valued risk measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coherent risk measures
@@ Property / zbMATH Keywords: coherent risk measures / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transaction costs
@@ Property / zbMATH Keywords: transaction costs / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Benson's algorithm
@@ Property / zbMATH Keywords: Benson's algorithm / rank @@
+Normal rank

Revision as of 10:35, 28 June 2023