Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
type: Item
instance of: scholarly article
title: Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
zbMATH Open document ID: 1067.90093
author: Zdeněk Zmeškal
published in: European Journal of Operational Research
publication date: 2004-11-22T00:00:00Z
Mathematics Subject Classification ID: 90B50
Mathematics Subject Classification ID: 03E72
zbMATH DE Number: 2117526
zbMATH Keywords: Banking
zbMATH Keywords: Decision support systems
zbMATH Keywords: Finance
zbMATH Keywords: Fuzzy sets
zbMATH Keywords: Risk analysis
zbMATH Keywords: Uncertainty modelling
describes a project that uses: RiskMetrics
MaRDI profile type: Publication
full work available at URL: j.ejor.2003.08.048
OpenAlex ID: W1972849110
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DOI: 10.1016/J.EJOR.2003.08.048
description: scientific article; zbMATH DE number 2117526