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Mathematical sciences / Actuarial science / Coherent risk measure / Risk measure / Expected shortfall / Standard deviation / Absolute deviation / Moment / Lp space / Statistics / Financial risk / Mathematical finance


Math. Program., Ser. B 108, 515–[removed]Digital Object Identifier (DOI[removed]s10107[removed]R. Tyrrell Rockafellar · Stan Uryasev · Michael Zabarankin Optimality conditions in portfolio analysis with genera
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Document Date: 2013-06-15 17:47:17


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Gainesville / Seattle / Hoboken / /

Facility

Stevens Institute of Technology / University of Washington / University of Florida / Weil Hall / /

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finance / inner product / /

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University of Washington / Department of Mathematics / Stevens Institute of Technology / University of Florida / Department of Mathematical Sciences / Department of Industrial / Department of Industrial and Systems Engineering / /

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Stan Uryasev / /

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FL / /

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New Jersey / Castle Point / Florida / /

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Digital Object Identifier / /

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