Risk Measures and Robust Optimization Problems (Q3424149)
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scientific article; zbMATH DE number 5127478
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk Measures and Robust Optimization Problems |
scientific article; zbMATH DE number 5127478 |
Statements
Risk Measures and Robust Optimization Problems (English)
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15 February 2007
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convex measure of risk
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Knightian uncertainty
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law-invariant risk measure
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model uncertainty
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optimal investment
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risk measure
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value at risk
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0.8258420825004578
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0.8195156455039978
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0.8137074708938599
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