On coherent risk measures induced by convex risk measures (Q1657812)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On coherent risk measures induced by convex risk measures |
scientific article |
Statements
On coherent risk measures induced by convex risk measures (English)
0 references
14 August 2018
0 references
coherent risk measure
0 references
convex risk measure
0 references
entropic conditional value-at-risk
0 references
robust representation
0 references
portfolio selection
0 references
0 references
0 references
0 references
