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Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> - MaRDI portal

Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (Q5044104)

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scientific article; zbMATH DE number 7606172
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English
Refinements of Kusuoka representations on <i>L</i><sup>∞</sup>
scientific article; zbMATH DE number 7606172

    Statements

    title
    Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (English)
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    author
    Kerem Uğurlu
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    published in
    Optimization
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    publication date
    24 October 2022
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    zbMATH Keywords
    coherent risk measures
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    law invariance
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    average value-at-risk
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    comonotonic risk measures
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    robust performance measures
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    Identifiers

    zbMATH DE Number
    7606172
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    OpenAlex ID
    W4213376541
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