Polyhedral coherent risk measures and investment portfolio optimization (Q946748): Difference between revisions

@@ Property / describes a project that uses @@
+HEC-FDA
@@ Property / describes a project that uses: HEC-FDA / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10559-008-0025-6
+Normal rank
@@ Property / OpenAlex ID @@
+W1977928482
@@ Property / OpenAlex ID: W1977928482 / rank @@
+Normal rank
@@ Property / cites work @@
+The class of polyhedral coherent risk measures
@@ Property / cites work: The class of polyhedral coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimization Problems with Incomplete Information on Distribution Functions
+Normal rank
@@ Property / cites work @@
+Methods of finding optimal submeasures (characterization of solutions)
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+A Minimax Portfolio Selection Rule with Linear Programming Solution
+Normal rank
@@ Property / cites work @@
+Stochastic optimization of insurance portfolios for managing exposure to catastrophic risks
+Normal rank
@@ Property / cites work @@
+A system approach to management of catastrophic risks.
+Normal rank
@@ Property / cites work @@
+Problems on insurance of catastrophic risks
@@ Property / cites work: Problems on insurance of catastrophic risks / rank @@
+Normal rank
@@ Property / cites work @@
+Q3372275
@@ Property / cites work: Q3372275 / rank @@
+Normal rank
@@ Property / cites work @@
+On measuring and profiling catastrophic risks
@@ Property / cites work: On measuring and profiling catastrophic risks / rank @@
+Normal rank