A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of the risk for empirical CVaR with application to portfolio selection |
scientific article |
Statements
A theory of the risk for empirical CVaR with application to portfolio selection (English)
0 references
21 January 2022
0 references
distribution-free results
0 references
empirical CVaR
0 references
generalization
0 references
order selection
0 references
risk
0 references
scenario approach
0 references
0 references
0 references
