Star-Shaped Risk Measures
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Publication:5058029
DOI10.1287/opre.2022.2303OpenAlexW3174830915MaRDI QIDQ5058029
Giacomo Cattelan, Claudio Tebaldi, Erio Castagnoli, Ruodu Wang, Fabio Maccheroni
Publication date: 1 December 2022
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2103.15790
Related Items (4)
A framework for measures of risk under uncertainty ⋮ Adjusted higher-order expected shortfall ⋮ Star-shaped deviations ⋮ Adjusted Rényi entropic value-at-risk
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Cites Work
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