Risk measures in optimization problems via empirical estimates
Vlasta Kaňková
| Year of publication: |
2013
|
|---|---|
| Authors: | Kaňková, Vlasta |
| Published in: |
Czech economic review : acta Universitatis Carolinae oeconomica. - Prague : [Verlag nicht ermittelbar], ISSN 1802-4696, ZDB-ID 2710543-X. - Vol. 7.2013, 3, p. 162-177
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| Subject: | Static stochastic optimization problems | linear and nonlinear dependence | risk measures | thin and heavy tails | Wasserstein metric | L1 norm | empirical distribution function | Risikomaß | Risk measure | Mathematische Optimierung | Mathematical programming | Messung | Measurement | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010341116