Pages that link to "Item:Q320902"
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The following pages link to CVaR (superquantile) norm: stochastic case (Q320902):
Displaying 11 items.
- Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
- CVaR norm and applications in optimization (Q476266) (← links)
- CVaR distance between univariate probability distributions and approximation problems (Q1640043) (← links)
- On risk measuring in the variance-gamma model (Q1688726) (← links)
- Regression analysis: likelihood, error and entropy (Q1739032) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- On lower partial moments for the investment portfolio with variance-gamma distributed returns (Q2113612) (← links)
- Checkerboard copula defined by sums of random variables (Q2175176) (← links)
- Fitting heavy-tailed mixture models with CVaR constraints (Q2178951) (← links)
- Cardinality of Upper Average and Its Application to Network Optimization (Q4564778) (← links)
