On the conditional value-at-risk probability-dependent utility function (Q849311): Difference between revisions

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+https://doi.org/10.1007/s11238-009-9154-2
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+W2019564166
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+Coherent measures of risk in everyday market practice†
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+Q3922442
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+Coherent Measures of Risk
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+Evaluating time streams of income: Discounting what?
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+A recourse certainty equivalent for decisions under uncertainty
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Introduction to Stochastic Programming
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+Risk, Ambiguity, and the Savage Axioms
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+Q5532825
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+"Expected Utility" Analysis without the Independence Axiom
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+Sample average approximation method for chance constrained programming: Theory and applications
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+Convex Analysis
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+Q2892811
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+Publication:849311