Coherent risk measures and linear programming
Stefano Benati
| Year of publication: |
2013
|
|---|---|
| Authors: | Benati, Stefano |
| Published in: |
Soft computing for risk evaluation and management : applications in technology, environment and finance. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-662-00348-1. - 2013, p. 410-431
|
| Subject: | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010188110