Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (Q3523879)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization |
scientific article |
Statements
Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization (English)
0 references
5 September 2008
0 references
value-at-risk
0 references
robust optimization
0 references
coherent risk measures
0 references
