Computing best bounds for nonlinear risk measures with partial information (Q2442516)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing best bounds for nonlinear risk measures with partial information |
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Computing best bounds for nonlinear risk measures with partial information (English)
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3 April 2014
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moment bounds
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semidefinite programming
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robust optimization
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worst-case scenario
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nonlinear risk
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risk management
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