Pages that link to "Item:Q2576735"
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The following pages link to Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735):
Displayed 7 items.
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Risk management in power markets: the hedging value of production flexibility (Q1042265) (← links)
- Non-smooth optimization methods for computation of the Conditional Value-at-risk and portfolio optimization (Q3426227) (← links)
- A firm's optimizing behaviour under a value-at-risk constraint (Q3622016) (← links)