Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735): Difference between revisions

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-Jorg Doege
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+Jorg Doege
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+MaRDI publication profile
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+W1968250197
@@ Property / OpenAlex ID: W1968250197 / rank @@
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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 @@
+Coherent multiperiod risk adjusted values and Bellman's principle
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+Q3160493
@@ Property / cites work: Q3160493 / rank @@
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@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
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@@ Property / cites work @@
+Coherent and convex monetary risk measures for bounded càdlàg processes
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@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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@@ Property / cites work @@
+Smooth minimization of non-smooth functions
@@ Property / cites work: Smooth minimization of non-smooth functions / rank @@
+Normal rank
@@ Property / cites work @@
+Optimality conditions in portfolio analysis with general deviation measures
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@@ Property / cites work @@
+Q5201296
@@ Property / cites work: Q5201296 / rank @@
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+Q4791648
@@ Property / cites work: Q4791648 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2576735