Pages that link to "Item:Q1413175"
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The following pages link to On the worst conditional expectation. (Q1413175):
Displayed 17 items.
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Relevant coherent measures of risk (Q855375) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Efficient hedging with coherent risk measure (Q1827093) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- On risk-averse stochastic semidefinite programs with continuous recourse (Q2296250) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Dynamic Minimization of Worst Conditional Expectation of Shortfall (Q4673673) (← links)
- Bilevel Linear Optimization Under Uncertainty (Q5014639) (← links)
- Preference Robust Optimization for Choice Functions on the Space of CDFs (Q5087108) (← links)
- Risk-Averse Models in Bilevel Stochastic Linear Programming (Q5215518) (← links)
- On risk management problems related to a coherence property (Q5475313) (← links)