Robust return risk measures
type: Item
instance of: scholarly article
title: Robust return risk measures
zbMATH Open document ID: 1404.91134
author: Fabio Bellini
author: Roger J. A. Laevent
author: Emanuela Rosazza Gianin
published in: Mathematics and Financial Economics
publication date: 2018-03-01T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6845616
zbMATH Keywords: Orlicz premium
zbMATH Keywords: shortfall risk
zbMATH Keywords: robustness
zbMATH Keywords: ambiguity averse preferences
zbMATH Keywords: Orlicz norms and spaces
zbMATH Keywords: convex risk measures
zbMATH Keywords: positive homogeneity
MaRDI profile type: Publication
full work available at URL: s11579-017-0188-x
OpenAlex ID: W3121965462
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DOI: 10.1007/S11579-017-0188-X
description: scientific article; zbMATH DE number 6845616