Krätschmer, Volker; Schied, Alexander; Zähle, Henryk - In: Finance and Stochastics 18 (2014) 2, pp. 271-295
spaces. This concept captures the tradeoff between robustness and sensitivity and can be quantified by an index of … qualitative robustness. By means of this index, we can compare various risk measures, such as distortion risk measures, in regard …