Tail nonlinearly transformed risk measure and its application (Q1929949)
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: Tail nonlinearly transformed risk measure and its application |
scientific article; zbMATH DE number 6123948
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail nonlinearly transformed risk measure and its application |
scientific article; zbMATH DE number 6123948 |
Statements
Tail nonlinearly transformed risk measure and its application (English)
0 references
10 January 2013
0 references
risk measure
0 references
ES
0 references
market frictions
0 references
portfolio optimization
0 references
performance ratios
0 references
0 references
