Addendum to: Entropic Value-at-Risk: A New Coherent Risk Measure.

Amir Ahmadi-Javid

Published in: J. Optim. Theory Appl. (2012)

Keyphrases

high risk
risk management
risk assessment
decision making
risk measures
risk factors
stochastic approximation
neural network
reinforcement learning
information theory
clustering algorithm
information systems
artificial intelligence
real world
risk analysis
portfolio management
risk averse