Pages that link to "Item:Q1427561"
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The following pages link to The computation of the worst conditional expectation. (Q1427561):
Displayed 5 items.
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- PVaR: A New Risk Measure for Financial Investments (Q5049407) (← links)