RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK |
scientific article |
Statements
RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (English)
0 references
15 October 2010
0 references
conditionally Gaussian model
0 references
dynamic coherent risk measure
0 references
dynamic weighted V\(\@\)R
0 references
risk-reward optimization
0 references
