Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509): Difference between revisions

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+https://doi.org/10.1007/s10559-018-0043-y
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+W2804728312
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@@ Property / cites work @@
+The class of polyhedral coherent risk measures
@@ Property / cites work: The class of polyhedral coherent risk measures / rank @@
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@@ Property / cites work @@
+Polyhedral coherent risk measures and investment portfolio optimization
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@@ Property / cites work @@
+Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio
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@@ Property / cites work @@
+Expected utility theory, optimal portfolios, and polyhedral coherent risk measures
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
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+Risk measures in stochastic programming and robust optimization problems
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+Q129806962
@@ Property / Wikidata QID: Q129806962 / rank @@
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+Publication:1795509