Certainty equivalent measures of risk (Q513613): Difference between revisions

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+Coherent Measures of Risk
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Introduction to Stochastic Programming
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+Q4692666
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+On consistency of stochastic dominance and mean-semideviation models
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Q4550909
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+Convex measures of risk and trading constraints
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+Moment based approaches to Value the Risk of contingent claim portfolios
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+Efficient algorithms for heavy-tail analysis under interval uncertainty
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+Higher moment coherent risk measures
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+Q5495378
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+Stochastic dominance and prospect dominance with subjective weighting functions
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+“Lottery Equivalents”: Reduction of the Certainty Effect Problem in Utility Assessment
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+Subdifferential representations of risk measures
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+Q4838490
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+On valid inequalities for mixed integer \(p\)-order cone programming
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+Auctions of Shares
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