Worst-case risk with unspecified risk preferences (Q6543159)
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scientific article; zbMATH DE number 7852754
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Worst-case risk with unspecified risk preferences |
scientific article; zbMATH DE number 7852754 |
Statements
Worst-case risk with unspecified risk preferences (English)
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24 May 2024
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value-at-risk
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distortion risk measure
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preference robust
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concavity
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0.8204202055931091
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0.8037278652191162
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0.788436770439148
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0.7782739996910095
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