Robustness in the Optimization of Risk Measures (Q5031002): Difference between revisions

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+Existence of an Equilibrium for a Competitive Economy
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+Coherent Measures of Risk
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+Robustness and sensitivity analysis of risk measurement procedures
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+Quantile-Based Risk Sharing
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+Convex measures of risk and trading constraints
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+External Risk Measures and Basel Accords
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+Comparative and qualitative robustness for law-invariant risk measures
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+Domains of weak continuity of statistical functionals with a view toward robust statistics
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+Incorporating Asymmetric Distributional Information in Robust Value-at-Risk Optimization
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+Asymmetric Least Squares Estimation and Testing
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+Probability for Statisticians
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+Distributionally Robust Convex Optimization
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+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
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+Distributionally robust joint chance constraints with second-order moment information
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