Pages that link to "Item:Q2355881"
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The following pages link to Consistent modeling of risk averse behavior with spectral risk measures (Q2355881):
Displaying 6 items.
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (Q1751823) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Restricted risk measures and robust optimization (Q2629722) (← links)