Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (Q4995077)
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scientific article; zbMATH DE number 7362321
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| English | Worst-Case Expected Shortfall with Univariate and Bivariate Marginals |
scientific article; zbMATH DE number 7362321 |
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Worst-Case Expected Shortfall with Univariate and Bivariate Marginals (English)
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23 June 2021
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distributionally robust optimization
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bivariate marginals
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tree
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0.7647293210029602
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0.7547956705093384
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0.7485198378562927
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0.74055415391922
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0.7400400638580322
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