Law-invariant return and star-shaped risk measures (Q6573820)
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: Law-invariant return and star-shaped risk measures |
scientific article; zbMATH DE number 7882279
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law-invariant return and star-shaped risk measures |
scientific article; zbMATH DE number 7882279 |
Statements
Law-invariant return and star-shaped risk measures (English)
0 references
17 July 2024
0 references
return risk measures
0 references
star-shapedness
0 references
law-invariance
0 references
SSD- and CSD-consistency
0 references
value-at-risk
0 references
expected shortfall
0 references
