Multivariate value at risk and related topics (Q1931628): Difference between revisions

@@ Property / author @@
+Prékopa, András
@@ Property / author: Prékopa, András / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-010-0790-2
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@@ Property / OpenAlex ID @@
+W1971212388
@@ Property / OpenAlex ID: W1971212388 / rank @@
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@@ Property / cites work @@
+The Probabilistic Set-Covering Problem
@@ Property / cites work: The Probabilistic Set-Covering Problem / rank @@
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@@ Property / cites work @@
+Q4449202
@@ Property / cites work: Q4449202 / rank @@
+Normal rank
@@ Property / cites work @@
+Concavity and efficient points of discrete distributions in probabilistic programming.
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+On the Complexity of Dualization of Monotone Disjunctive Normal Forms
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@@ Property / cites work @@
+Duality in stochastic linear and dynamic programming
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@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
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@@ Property / cites work @@
+Q3528030
@@ Property / cites work: Q3528030 / rank @@
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@@ Property / cites work @@
+Measuring risk for income streams
@@ Property / cites work: Measuring risk for income streams / rank @@
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@@ Property / cites work @@
+Q5645216
@@ Property / cites work: Q5645216 / rank @@
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@@ Property / cites work @@
+Q5682159
@@ Property / cites work: Q5682159 / rank @@
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@@ Property / cites work @@
+Contributions to the theory of stochastic programming
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+Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
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+Q4838490
@@ Property / cites work: Q4838490 / rank @@
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@@ Property / cites work @@
+Reliability type inventory models based on stochastic programming
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@@ Property / cites work @@
+Q4166562
@@ Property / cites work: Q4166562 / rank @@
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@@ Property / cites work @@
+Q3840335
@@ Property / cites work: Q3840335 / rank @@
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