Shortfall as a risk measure: properties, optimization and applications (Q953649): Difference between revisions

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+Dimitris J. Bertsimas
@@ Property / author: Dimitris J. Bertsimas / rank @@
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+Alexander M. Samarov
@@ Property / author: Alexander M. Samarov / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+A characterization of the distributions that imply mean-variance utility functions
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+Q4220711
@@ Property / cites work: Q4220711 / rank @@
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+Variance vs downside risk: Is there really that much difference?
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+Q3994411
@@ Property / cites work: Q3994411 / rank @@
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+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
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+Stochastic Dominance and Expected Utility: Survey and Analysis
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@@ Property / cites work @@
+Q3219581
@@ Property / cites work: Q3219581 / rank @@
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@@ Property / cites work @@
+Q5638112
@@ Property / cites work: Q5638112 / rank @@
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@@ Property / cites work @@
+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
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@@ Property / cites work @@
+Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
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@@ Property / cites work @@
+Q2752044
@@ Property / cites work: Q2752044 / rank @@
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