Pages that link to "Item:Q1640039"
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The following pages link to Superquantile/CVaR risk measures: second-order theory (Q1640039):
Displaying 7 items.
- Randomized progressive hedging methods for multi-stage stochastic programming (Q828821) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Modeling uncertainty of expert elicitation for use in risk-based optimization (Q2288878) (← links)
- Risk and Utility in the Duality Framework of Convex Analysis (Q3298014) (← links)
