Numerical computation of convex risk measures
G. I. Papayiannis, A. N. Yannacopoulos
| Year of publication: |
January 2018
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|---|---|
| Authors: | Papayiannis, G. I. ; Yannacopoulos, Athanasios N. |
| Published in: |
Advances of OR in commodities and financial modeling. - New York, NY, USA : Springer. - 2018, p. 417-435
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| Subject: | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Finanzmathematik | Mathematical finance | Mathematische Optimierung | Mathematical programming | Entscheidung unter Risiko | Decision under risk | Numerisches Verfahren | Numerical analysis | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2284-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871424