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

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+The class of polyhedral coherent risk measures
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+Normal rank
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+Polyhedral coherent risk measures and investment portfolio optimization
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+Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio
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+Expected utility theory, optimal portfolios, and polyhedral coherent risk measures
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+Coherent Measures of Risk
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+Q4552656
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+Risk measures in stochastic programming and robust optimization problems
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+Q129806962
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+Normal rank