Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach |
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Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (English)
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29 June 2022
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risk spectrum
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ambiguity of the true risk spectrum
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RSRM
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tractable formulation
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error bound
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