Market price-based convex risk measures : a distribution-free optimization approach
Year of publication: |
2012
|
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Authors: | Li, Jonathan Y. ; Kwon, Roy H. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 40.2012, 2, p. 128-133
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Subject: | Theorie | Theory | Messung | Measurement | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Risikomaß | Risk measure |
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