Kusuoka representation of higher order dual risk measures (Q2430606): Difference between revisions

@@ Property / author @@
-Dentcheva, Darinka
@@ Property / author: Dentcheva, Darinka / rank @@
-Normal rank
@@ Property / author @@
-Spiridon I. Penev
@@ Property / author: Spiridon I. Penev / rank @@
-Normal rank
@@ Property / author @@
-Ruszczyński, Andrzej
@@ Property / author: Ruszczyński, Andrzej / rank @@
-Normal rank
@@ Property / author @@
+Dentcheva, Darinka
@@ Property / author: Dentcheva, Darinka / rank @@
+Normal rank
@@ Property / author @@
+Spiridon I. Penev
@@ Property / author: Spiridon I. Penev / rank @@
+Normal rank
@@ Property / author @@
+Ruszczyński, Andrzej
@@ Property / author: Ruszczyński, Andrzej / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-010-0747-5
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@@ Property / OpenAlex ID @@
+W1979079176
@@ Property / OpenAlex ID: W1979079176 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
+Normal rank
@@ Property / cites work @@
+Q5526518
@@ Property / cites work: Q5526518 / rank @@
+Normal rank
@@ Property / cites work @@
+Shape-restricted inference for Lorenz curves using duality theory
+Normal rank
@@ Property / cites work @@
+Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
+Normal rank
@@ Property / cites work @@
+Higher moment coherent risk measures
@@ Property / cites work: Higher moment coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
+Normal rank
@@ Property / cites work @@
+Q4001511
@@ Property / cites work: Q4001511 / rank @@
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+On consistency of stochastic dominance and mean-semideviation models
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2430606