Worst-case moments under partial ambiguity (Q6174089)

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scientific article; zbMATH DE number 7712485
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Worst-case moments under partial ambiguity
scientific article; zbMATH DE number 7712485

    Statements

    title
    Worst-case moments under partial ambiguity (English)
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    author
    Qi-he Tang
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    Yunshen Yang
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    publication date
    13 July 2023
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    zbMATH Keywords
    worst-case risk
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    scenario analysis
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    partial ambiguity
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    Wasserstein distance
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    bootstrapping
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    cites work
    Partial Ambiguity
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    Worst VaR scenarios
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    Optimal Transport
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    Q3008260
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    Identifiers

    DOI
    10.1017/asb.2023.3
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    zbMATH DE Number
    7712485
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