Pages that link to "Item:Q2502213"
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The following pages link to Optimality conditions in portfolio analysis with general deviation measures (Q2502213):
Displaying 50 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- Lagrange necessary conditions for Pareto minimizers in Asplund spaces and applications (Q654050) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Lagrange multipliers for \(\varepsilon \)-Pareto solutions in vector optimization with nonsolid cones in Banach spaces (Q970569) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Sequential arbitrage measurements and interest rate envelopes (Q1014010) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems (Q1680969) (← links)
- Uniformly monotone functions -- definition, properties, characterizations (Q1694796) (← links)
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures (Q1702390) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- Direct data-based decision making under uncertainty (Q1754229) (← links)
- Vector risk functions (Q1762365) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
- A relative robust approach on expected returns with bounded CVaR for portfolio selection (Q2239973) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
- Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
- Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
- The duality of option investment strategies for hedge funds (Q2476989) (← links)
- Conditional value at risk and related linear programming models for portfolio optimization (Q2480247) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- Inverse stochastic dominance constraints and rank dependent expected utility theory (Q2502203) (← links)
- Subdifferential representations of risk measures (Q2502205) (← links)
- Optimality conditions in portfolio analysis with general deviation measures (Q2502213) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Capital asset pricing model (CAPM) with drawdown measure (Q2514723) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
