Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (Q3523879)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization |
scientific article |
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Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (English)
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5 September 2008
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value-at-risk
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robust optimization
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coherent risk measures
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