Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342)
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scientific article; zbMATH DE number 6823615
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures |
scientific article; zbMATH DE number 6823615 |
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Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (English)
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10 January 2018
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deviation measure
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risk measure
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error measure
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portfolio optimization
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sensitivity analysis
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envelope theorem
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