Optimization of Convex Risk Functions (Q5387990)

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Revision as of 10:27, 25 September 2024 by CorrectionBot (talk | contribs) (‎Removed claim: DOI (P27): 10.1287/moor.1050.0186; 10.1287/moor.1070.0265)
scientific article; zbMATH DE number 5279683
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Optimization of Convex Risk Functions
scientific article; zbMATH DE number 5279683

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    Optimization of Convex Risk Functions (English)
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    27 May 2008
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    convex analysis
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    stochastic optimization
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    risk measures
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    duality
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