Pages that link to "Item:Q2576735"

The following pages link to Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735):

Displaying 23 items.

• Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
• Analytic characterizations of Mazur's intersection property via convex functions (Q425745) (← links)
• Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement (Q489145) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• 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)
• A convex-risk-measure based model and genetic algorithm for portfolio selection (Q1665701) (← links)
• Robust risk management (Q1926976) (← links)
• Robust stochastic optimization with convex risk measures: a discretized subgradient scheme (Q2031316) (← links)
• Using value-at-risk to reconcile limited liability and the moral-hazard problem (Q2343121) (← links)
• Convex risk minimization via proximal splitting methods (Q2355313) (← links)
• Portfolio-optimization models for small investors (Q2392807) (← links)
• Fast gradient descent method for mean-CVaR optimization (Q2393350) (← links)
• Quadratic two-stage stochastic optimization with coherent measures of risk (Q2413101) (← links)
• Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
• Time consistent policy of multi-period mean-variance (Q2515277) (← 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)
• Portfolio Selection with Multiple Spectral Risk Constraints (Q5258454) (← links)
• Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)