Robustness in stochastic programs with risk constraints (Q1931644): Difference between revisions

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Revision as of 19:47, 19 March 2024

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Robustness in stochastic programs with risk constraints
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    Robustness in stochastic programs with risk constraints (English)
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    15 January 2013
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    expectation type constraints
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    robustness analysis
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    contamination technique
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    risk-shaping with CVaR
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    second order stochastic dominance
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    robust SSD portfolio efficiency test
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