Risk tomography
type: Item
instance of: scholarly article
title: Risk tomography
zbMATH Open document ID: 1376.91174
author: Jinwook Lee
author: András Prékopa
published in: European Journal of Operational Research
publication date: 2017-11-23T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6811925
zbMATH Keywords: multivariate risk measures
zbMATH Keywords: \(p\)-efficient points
zbMATH Keywords: convexity
zbMATH Keywords: value-at-risk
zbMATH Keywords: conditional value-at-risk
MaRDI profile type: Publication
full work available at URL: j.ejor.2017.07.055
OpenAlex ID: W4256580419
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DOI: 10.1016/J.EJOR.2017.07.055
description: scientific article; zbMATH DE number 6811925