Robust return risk measures (Q1702877)
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: Robust return risk measures |
scientific article; zbMATH DE number 6845616
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robust return risk measures |
scientific article; zbMATH DE number 6845616 |
Statements
Robust return risk measures (English)
0 references
1 March 2018
0 references
Orlicz premium
0 references
shortfall risk
0 references
robustness
0 references
ambiguity averse preferences
0 references
Orlicz norms and spaces
0 references
convex risk measures
0 references
positive homogeneity
0 references
0.803605318069458
0 references
0.7968470454216003
0 references
0.7943485379219055
0 references
0.7936518788337708
0 references
0.7914139628410339
0 references
