Deviations of convex and coherent entropic risk measures (Q2348318)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deviations of convex and coherent entropic risk measures |
scientific article |
Statements
Deviations of convex and coherent entropic risk measures (English)
0 references
11 June 2015
0 references
convex entropic risk measure
0 references
coherent entropic risk measure
0 references
relative entropy
0 references
