Set optimization of set-valued risk measures (Q828851)
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scientific article; zbMATH DE number 7344069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Set optimization of set-valued risk measures |
scientific article; zbMATH DE number 7344069 |
Statements
Set optimization of set-valued risk measures (English)
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5 May 2021
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set-valued risk measures
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value at risk
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average value at risk
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portfolio optimization
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set-optimization
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0.94201845
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0.9014907
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0.8961668
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0.89425755
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0.8941928
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0.8901166
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0.88984007
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0.88925654
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0.8885858
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