Portfolio Optimization with Quasiconvex Risk Measures (Q3465947): Difference between revisions

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+Coherent Measures of Risk
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+Q3613976
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+Optimal portfolios with Haezendonck risk measures
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Shortfall as a risk measure: properties, optimization and applications
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+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
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+Complete Monotone Quasiconcave Duality
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+Q4550909
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+Risk Preferences and Their Robust Representation
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+Q4085497
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+Inf-convolution quasi-convexe des fonctionnelles positives
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+Beyond cash-additive risk measures: when changing the numéraire fails
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+Convex measures of risk and trading constraints
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+CONDITIONAL CERTAINTY EQUIVALENT
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+Dual Representation of Quasi-convex Conditional Maps
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+Q3526970
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+Normal rank
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+Optimality Conditions for Quasiconvex Programs
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+Q4001511
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+Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
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+RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS
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+Characterization of solution sets of quasiconvex programs
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+On Quasi-Convex Duality
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+Q2718670
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+Q5201296
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+On a convolution operation obtained by adding level sets : classical and new results
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+On general minimax theorems
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+Duality for the level sum of quasiconvex functions and applications
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+The Existence of Probability Measures with Given Marginals
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+Minimax theorems revisited
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