Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815): Difference between revisions

@@ Property / cites work @@
+Q2934696
@@ Property / cites work: Q2934696 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent multiperiod risk adjusted values and Bellman's principle
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+Convex risk measures and the dynamics of their penalty functions
+Normal rank
@@ Property / cites work @@
+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
+Normal rank
@@ Property / cites work @@
+Scenario tree modeling for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Stability of Multistage Stochastic Programs
@@ Property / cites work: Stability of Multistage Stochastic Programs / rank @@
+Normal rank
@@ Property / cites work @@
+Financial scenario generation for stochastic multi-stage decision processes as facility location problems
+Normal rank
@@ Property / cites work @@
+Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities
+Normal rank
@@ Property / cites work @@
+LP solvable models for portfolio optimization: a classification and computational comparison
+Normal rank
@@ Property / cites work @@
+Multistage optimization of option portfolio using higher order coherent risk measures
+Normal rank
@@ Property / cites work @@
+Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
+Normal rank
@@ Property / cites work @@
+Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decomposition
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+On consistency of stochastic dominance and mean-semideviation models
+Normal rank
@@ Property / cites work @@
+Dual Stochastic Dominance and Related Mean-Risk Models
+Normal rank
@@ Property / cites work @@
+Scenario tree generation for multiperiod financial optimization of optimal discretization
+Normal rank
@@ Property / cites work @@
+Q3528030
@@ Property / cites work: Q3528030 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamic coherent risk measures
@@ Property / cites work: Dynamic coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q3376534
@@ Property / cites work: Q3376534 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-averse dynamic programming for Markov decision processes
+Normal rank
@@ Property / cites work @@
+Frontiers of Stochastically Nondominated Portfolios
+Normal rank
@@ Property / cites work @@
+Conditional Risk Mappings
@@ Property / cites work: Conditional Risk Mappings / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Stochastic Programming
@@ Property / cites work: Lectures on Stochastic Programming / rank @@
+Normal rank