A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025)
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scientific article; zbMATH DE number 7461594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theory of the risk for empirical CVaR with application to portfolio selection |
scientific article; zbMATH DE number 7461594 |
Statements
A theory of the risk for empirical CVaR with application to portfolio selection (English)
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21 January 2022
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distribution-free results
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empirical CVaR
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generalization
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order selection
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risk
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scenario approach
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