Risk tomography (Q1681334): Difference between revisions

@@ Property / DOI @@
-.1016/j.ejor.2017.07.055
@@ Property / DOI: 10.1016/j.ejor.2017.07.055 / rank @@
-Normal rank
@@ Property / author @@
-Prékopa, András
@@ Property / author: Prékopa, András / rank @@
-Normal rank
@@ Property / author @@
+Prékopa, András
@@ Property / author: Prékopa, András / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.ejor.2017.07.055
+Normal rank
@@ Property / OpenAlex ID @@
+W4256580419
@@ Property / OpenAlex ID: W4256580419 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Risk assessment and risk management: review of recent advances on their foundation
+Normal rank
@@ Property / cites work @@
+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+Plug-in estimation of level sets in a non-compact setting with applications in multivariate risk theory
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent risk measures for portfolio vectors
@@ Property / cites work: Consistent risk measures for portfolio vectors / rank @@
+Normal rank
@@ Property / cites work @@
+Q5593766
@@ Property / cites work: Q5593766 / rank @@
+Normal rank
@@ Property / cites work @@
+On multivariate extensions of conditional-tail-expectation
+Normal rank
@@ Property / cites work @@
+Q2771732
@@ Property / cites work: Q2771732 / rank @@
+Normal rank
@@ Property / cites work @@
+Concavity and efficient points of discrete distributions in probabilistic programming.
+Normal rank
@@ Property / cites work @@
+Optimization with Stochastic Dominance Constraints
+Normal rank
@@ Property / cites work @@
+Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
+Normal rank
@@ Property / cites work @@
+Optimization with multivariate stochastic dominance constraints
+Normal rank
@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+OR Forum—Design of Risk Weights
@@ Property / cites work: OR Forum—Design of Risk Weights / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Fréchet copulas and conditional value-at-risk
+Normal rank
@@ Property / cites work @@
+Duality in stochastic linear and dynamic programming
+Normal rank
@@ Property / cites work @@
+Computing the probability of union in the $n$-dimensional Euclidean space for application of the multivariate quantile: $p$-level efficient points
+Normal rank
@@ Property / cites work @@
+Properties and calculation of multivariate risk measures: MVaR and MCVaR
+Normal rank
@@ Property / cites work @@
+On the probability of union in the $n$-space
@@ Property / cites work: On the probability of union in the $n$-space / rank @@
+Normal rank
@@ Property / cites work @@
+Q3754464
@@ Property / cites work: Q3754464 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization with Multivariate Conditional Value-at-Risk Constraints
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+years of portfolio optimization: practical challenges and current trends
+Normal rank
@@ Property / cites work @@
+Q2724706
@@ Property / cites work: Q2724706 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3528030
@@ Property / cites work: Q3528030 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5645216
@@ Property / cites work: Q5645216 / rank @@
+Normal rank
@@ Property / cites work @@
+Contributions to the theory of stochastic programming
+Normal rank
@@ Property / cites work @@
+Dual method for the solution of a one-stage stochastic programming problem with random RHS obeying a discrete probability distribution
+Normal rank
@@ Property / cites work @@
+Q3126752
@@ Property / cites work: Q3126752 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate value at risk and related topics
@@ Property / cites work: Multivariate value at risk and related topics / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional value-at-risk in stochastic programs with mixed-integer recourse
+Normal rank
@@ Property / cites work @@
+The sources of Kolmogorov's \textit{Grundbegriffe}
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank
@@ Property / cites work @@
+Measures of risk
@@ Property / cites work: Measures of risk / rank @@
+Normal rank
@@ Property / cites work @@
+A directional multivariate value at risk
@@ Property / cites work: A directional multivariate value at risk / rank @@
+Normal rank
@@ Property / cites work @@
+Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization
+Normal rank
@@ Property / DOI @@
+.1016/J.EJOR.2017.07.055
@@ Property / DOI: 10.1016/J.EJOR.2017.07.055 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1681334