Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735): Difference between revisions

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+W1968250197
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Q3160493
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+Q4821526
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+Coherent and convex monetary risk measures for bounded càdlàg processes
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+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+Smooth minimization of non-smooth functions
@@ Property / cites work: Smooth minimization of non-smooth functions / rank @@
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+Optimality conditions in portfolio analysis with general deviation measures
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+Q5201296
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+Q4791648
@@ Property / cites work: Q4791648 / rank @@
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