Pages that link to "Item:Q2488506"
From MaRDI portal
The following pages link to Generalized deviations in risk analysis (Q2488506):
Displaying 50 items.
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Vector risk functions (Q1762365) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- On safe tractable approximations of chance constraints (Q1926690) (← links)
- Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Differential equations connecting VaR and CVaR (Q2012604) (← links)
- Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Omega ratio optimization with actuarial and financial applications (Q2030584) (← links)
- A measure of ambiguity (Knightian uncertainty) (Q2046163) (← links)
- KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
- On the estimation of the variability in the distribution tail (Q2074679) (← links)
- Jensen's inequality connected with a double random good (Q2082293) (← links)
- Star-shaped deviations (Q2084035) (← links)
- Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
- Mixed value-at-risk and its numerical investigation (Q2137621) (← links)
- Optimal insurance to maximize RDEU under a distortion-deviation premium principle (Q2138615) (← links)
- Pareto efficient buy and hold investment strategies under order book linked constraints (Q2150763) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Parametric measures of variability induced by risk measures (Q2172051) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Risk minimization, regret minimization and progressive hedging algorithms (Q2189451) (← links)
- On a family of coherent measures of variability (Q2212171) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)
- Optimal reinsurance under risk and uncertainty (Q2260946) (← links)
- Exhibiting abnormal returns under a risk averse strategy (Q2282734) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- Probability metrics with applications in finance (Q2324082) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
