Pages that link to "Item:Q356482"
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The following pages link to Set-valued average value at risk and its computation (Q356482):
Displayed 36 items.
- Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Lagrange duality in set optimization (Q2247892) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
- The polyhedral projection problem (Q2304906) (← links)
- Conditional cores and conditional convex hulls of random sets (Q2320018) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems (Q5883318) (← links)
- Outer approximation algorithms for convex vector optimization problems (Q6113528) (← links)