Worst-cases of distortion riskmetrics and weighted entropy with partial information

By Baishuai Zuo, Chuancun Yin

Published 2024-05-29

Everscope rating

1304.3

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Mathematical analysis. Problem types: Risk Management, Optimization.

arXiv:2405.19075 · Paper rankings

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