Robustness in the optimization of risk measures (Q5031002)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Robustness in the optimization of risk measures |
scientific article; zbMATH DE number 7476269
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Robustness in the optimization of risk measures |
scientific article; zbMATH DE number 7476269 |
Statements
Robustness in the Optimization of Risk Measures (English)
0 references
18 February 2022
0 references
financial engineering
0 references
robustness
0 references
value-at-risk
0 references
expected shortfall
0 references
optimization
0 references
financial regulation
0 references
0 references
0 references
0.8497313857078552
0 references
0.8349932432174683
0 references
0.8281041383743286
0 references
0.821561336517334
0 references
0.8137074708938599
0 references
