Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343): Difference between revisions

@@ Property / DOI @@
-.1007/s10559-014-9663-z
@@ Property / DOI: 10.1007/s10559-014-9663-z / rank @@
-Normal rank
@@ Property / cites work @@
+Q5543208
@@ Property / cites work: Q5543208 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Optimization Problems with Incomplete Information on Distribution Functions
+Normal rank
@@ Property / cites work @@
+The minimax approach to stochastic programming and an illustrative application
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Q5310532
@@ Property / cites work: Q5310532 / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted V\@R and its properties
@@ Property / cites work: Weighted V\@R and its properties / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Sampling-Based Decomposition Methods for Multistage Stochastic Programs Based on Extended Polyhedral Risk Measures
+Normal rank
@@ Property / cites work @@
+The class of polyhedral coherent risk measures
@@ Property / cites work: The class of polyhedral coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Polyhedral risk measures in electricity portfolio optimization
+Normal rank
@@ Property / cites work @@
+Polyhedral Risk Measures in Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Stability of multistage stochastic programs incorporating polyhedral risk measures
+Normal rank
@@ Property / cites work @@
+Convex Analysis
@@ Property / cites work: Convex Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Constructing Uncertainty Sets for Robust Linear Optimization
+Normal rank
@@ Property / cites work @@
+Polyhedral coherent risk measures and investment portfolio optimization
+Normal rank
@@ Property / cites work @@
+Stable ETL Optimal Portfolios and Extreme Risk Management
+Normal rank
@@ Property / DOI @@
+.1007/S10559-014-9663-Z
@@ Property / DOI: 10.1007/S10559-014-9663-Z / rank @@
+Normal rank