Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509)
From MaRDI portal
 | This is a page for a Wikibase entity. It is used by other Wikibase pages, but it is generally not meant to be viewed directly. See Polyhedral coherent risk measures in the case of imprecise scenario estimates for the user view. |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polyhedral coherent risk measures in the case of imprecise scenario estimates |
scientific article |
Statements
Polyhedral coherent risk measures in the case of imprecise scenario estimates (English)
0 references
16 October 2018
0 references
polyhedral coherent risk measure
0 references
conditional value-at-risk
0 references
spectral coherent risk measure
0 references
imprecise estimate
0 references
linear programming
0 references
portfolio optimization
0 references
reward-to-risk ratio
0 references
