Superquantile/CVaR risk measures: second-order theory (Q1640039)
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scientific article; zbMATH DE number 6888123
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superquantile/CVaR risk measures: second-order theory |
scientific article; zbMATH DE number 6888123 |
Statements
Superquantile/CVaR risk measures: second-order theory (English)
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13 June 2018
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superquantiles
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conditional value-at-risk
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second-order superquantiles
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mixed superquantiles
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spectral measures of risk
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risk envelopes
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risk identifiers
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duality of risk measures
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superquantile regression
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0.8596802
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0.8558877
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0.8471775
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0.8442853
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0.8438681
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0.84181106
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0.84095263
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0.8397076
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0.8368396
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