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

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