Set-valued average value at risk and its computation (Q356482)
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scientific article; zbMATH DE number 6191715
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Set-valued average value at risk and its computation |
scientific article; zbMATH DE number 6191715 |
Statements
Set-valued average value at risk and its computation (English)
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25 July 2013
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average value at risk
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set-valued risk measures
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coherent risk measures
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transaction costs
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Benson's algorithm
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0.8078480362892151
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0.8027805089950562
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0.7965317368507385
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0.7916316986083984
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0.7901993989944458
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