Constructing Risk Measures from Uncertainty Sets (Q3100413)

From MaRDI portal
Revision as of 22:36, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Constructing Risk Measures from Uncertainty Sets
scientific article

    Statements

    title
    Constructing Risk Measures from Uncertainty Sets (English)
    0 references
    author
    Karthik Natarajan
    0 references
    Melvyn Sim
    0 references
    publication date
    24 November 2011
    0 references
    zbMATH Keywords
    finance
    0 references
    portfolio management
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    90C90
    0 references
    90C31
    0 references
    zbMATH DE Number
    5978588
    0 references
    OpenAlex ID
    W2155511751
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3100413&oldid=32001102"
    Powered by MediaWiki