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Vector-Valued Multivariate Conditional Value-at-Risk - MaRDI portal

Vector-Valued Multivariate Conditional Value-at-Risk

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Publication:6289767

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DOI10.1016/j.orl.2018.02.006zbMath1525.91183arXiv1708.01324MaRDI QIDQ6289767

Simge Küçükyavuz, Merve Meraklı

Publication date: 3 August 2017

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Multi-objective and goal programming (90C29) Stochastic programming (90C15)

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