A trade execution model under a composite dynamic coherent risk measure (Q1785321)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A trade execution model under a composite dynamic coherent risk measure |
scientific article; zbMATH DE number 6945330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A trade execution model under a composite dynamic coherent risk measure |
scientific article; zbMATH DE number 6945330 |
Statements
A trade execution model under a composite dynamic coherent risk measure (English)
0 references
28 September 2018
0 references
dynamic coherent risk measures
0 references
trade execution
0 references
risk-averse Markov decision process
0 references
0 references
0 references
