A worst-case risk measure by G-VaR (Q2025187)
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 worst-case risk measure by G-VaR |
scientific article; zbMATH DE number 7347345
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A worst-case risk measure by G-VaR |
scientific article; zbMATH DE number 7347345 |
Statements
A worst-case risk measure by G-VaR (English)
0 references
11 May 2021
0 references
risk measurement
0 references
worst-case value-at-risk
0 references
portfolio management
0 references
G-expectation
0 references
0 references
0 references
0 references
0 references
