Robust convex risk measures

By Marcelo Righi

Published 2024-06-18

Everscope rating

1429.8

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

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

arXiv:2406.12999 · Paper rankings

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