Good deal bounds induced by shortfall risk (Q3074983)
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scientific article; zbMATH DE number 5849813
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Good deal bounds induced by shortfall risk |
scientific article; zbMATH DE number 5849813 |
Statements
Good Deal Bounds Induced by Shortfall Risk (English)
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10 February 2011
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good deal bound
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shortfall
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convex risk measure
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Orlicz space
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predictably convex
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0.7997632622718811
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0.7928698658943176
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0.7687366008758545
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0.7622519135475159
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0.7622519135475159
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