The following pages link to (Q2752044):
Displaying 33 items.
- Scenario aggregation method for portfolio expectile optimization (Q308418) (← links)
- Level bundle methods for constrained convex optimization with various oracles (Q404512) (← links)
- Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
- Medium-term planning for thermal electricity production (Q480763) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Stochastic multi-site supply chain planning in textile and apparel industry under demand and price uncertainties with risk aversion (Q1730562) (← links)
- New algorithmic framework for conditional value at risk: application to stochastic fixed-charge transportation (Q1735183) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- Improved confidence intervals for quantiles (Q1934477) (← links)
- Modeling the dependence of losses of a financial portfolio using nested Archimedean copulas (Q1980361) (← links)
- Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
- Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
- Distributionally robust front distribution center inventory optimization with uncertain multi-item orders (Q2090456) (← links)
- The case of ``Less is more'': modelling risk-preference with expected downside risk (Q2098897) (← links)
- Risk management with expected shortfall (Q2230765) (← links)
- Non asymptotic controls on a recursive superquantile approximation (Q2233588) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- A double clustering algorithm for financial time series based on extreme events (Q2397475) (← links)
- Selection of a fixed-income portfolio (Q2457539) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Multilevel Optimization Modeling for Risk-Averse Stochastic Programming (Q2806871) (← links)
- Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach (Q3305577) (← links)
- A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
- AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION (Q5692937) (← links)
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk (Q5743613) (← links)
- Minimizing oracle-structured composite functions (Q6173766) (← links)
- Impact of deferred payment on decisions and coordination in a dual-channel supply chain with a risk-averse retailer (Q6189852) (← links)
