On coherent risk measures induced by convex risk measures (Q1657812)
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scientific article; zbMATH DE number 6917374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On coherent risk measures induced by convex risk measures |
scientific article; zbMATH DE number 6917374 |
Statements
On coherent risk measures induced by convex risk measures (English)
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14 August 2018
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coherent risk measure
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convex risk measure
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entropic conditional value-at-risk
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robust representation
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portfolio selection
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