Robust return risk measures (Q1702877)

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Robust return risk measures
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    title
    Robust return risk measures (English)
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    author
    Fabio Bellini
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    Roger J. A. Laeven
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    publication date
    1 March 2018
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    zbMATH DE Number
    6845616
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    zbMATH Keywords
    Orlicz premium
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    shortfall risk
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    robustness
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    ambiguity averse preferences
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    Orlicz norms and spaces
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    convex risk measures
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    positive homogeneity
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    OpenAlex ID
    W3121965462
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    cites work
    Q5609896
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    Robust Statistics
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    Maxmin under risk
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    Q4000065
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    Q5826088
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    Q5844986
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    Q5800557
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