Pages that link to "Item:Q1178430"
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The following pages link to A recourse certainty equivalent for decisions under uncertainty (Q1178430):
Displaying 10 items.
- On the conditional value-at-risk probability-dependent utility function (Q849311) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- Duality and equilibrium prices in economics of uncertainty (Q1366319) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- On the use of optimization models for portfolio selection: A review and some computational results (Q1890889) (← links)
- Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (Q1969865) (← links)
- Properties and calculation of multivariate risk measures: MVaR and MCVaR (Q2449353) (← links)
- Optimal power control in a wireless network using a model with stochastic link coefficients (Q4667826) (← links)
- AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (Q5427665) (← links)
