Pages that link to "Item:Q2430606"

The following pages link to Kusuoka representation of higher order dual risk measures (Q2430606):

Displaying 16 items.

• Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
• Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
• On the extension property of dilatation monotone risk measures (Q2063035) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Entropy based risk measures (Q2183329) (← links)
• A composition between risk and deviation measures (Q2288942) (← links)
• Higher-moment buffered probability (Q2329645) (← links)
• Minimal representation of insurance prices (Q2347070) (← links)
• A quantitative comparison of risk measures (Q2400017) (← links)
• Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
• Haezendonck-Goovaerts risk measures and Orlicz quantiles (Q2444710) (← links)
• Second-order properties of the Haezendonck-Goovaerts risk measure for extreme risks (Q2445345) (← links)
• Estimation of the Haezendonck-Goovaerts risk measure for extreme risks (Q4959369) (← links)
• Refinements of Kusuoka representations on <i>L</i>^∞ (Q5044104) (← links)
• Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
• Risk budgeting portfolios from simulations (Q6096628) (← links)