Pages that link to "Item:Q3402360"

The following pages link to Duality for Set-Valued Measures of Risk (Q3402360):

Displaying 50 items.

• Vectorization in set optimization (Q261980) (← links)
• Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
• On a capital allocation by minimization of some risk indicators (Q303736) (← links)
• Set-valued average value at risk and its computation (Q356482) (← links)
• Pointwise well-posedness in set optimization with cone proper sets (Q412628) (← links)
• Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
• Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
• Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
• On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
• Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
• Well-posedness for set optimization problems involving set order relations (Q778147) (← links)
• Regulator-based risk statistics for portfolios (Q782118) (← links)
• Set optimization of set-valued risk measures (Q828851) (← links)
• Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
• A directional multivariate value at risk (Q896753) (← links)
• Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
• Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
• Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
• Partial order relations on family of sets and scalarizations for set optimization (Q1670437) (← links)
• Set-valued loss-based risk measures (Q1670444) (← links)
• A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
• Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
• Vector risk functions (Q1762365) (← links)
• Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
• Set-valued risk measures for conical market models (Q1938960) (← links)
• Insurance demand and welfare-maximizing risk capital -- some hints for the regulator in the case of exponential preferences and exponential claims (Q2015622) (← links)
• Measuring risk with multiple eligible assets (Q2018547) (← links)
• On robustness for set-valued optimization problems (Q2022296) (← links)
• Nonlinear expectations of random sets (Q2022754) (← links)
• Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Six set scalarizations based on the oriented distance: continuity, convexity and application to convex set optimization (Q2040433) (← links)
• Time consistency for scalar multivariate risk measures (Q2076040) (← links)
• New notions of proper efficiency in set optimization with the set criterion (Q2095564) (← links)
• Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
• Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
• Optimality conditions in set-valued optimization problem with respect to a partial order relation via directional derivative (Q2200911) (← links)
• Lagrange duality in set optimization (Q2247892) (← links)
• Multivariate risk measures in the non-convex setting (Q2291757) (← links)
• Acceptability indexes for portfolio vectors (Q2298184) (← links)
• Dual representations for systemic risk measures (Q2299390) (← links)
• A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
• Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
• The polyhedral projection problem (Q2304906) (← links)
• Multi-criteria decision making via multivariate quantiles (Q2304907) (← links)
• Characterization of set relations through extensions of the oriented distance (Q2304908) (← links)
• Conditional cores and conditional convex hulls of random sets (Q2320018) (← links)
• Levitin-Polyak well-posedness for set optimization problems involving set order relations (Q2321905) (← links)
• A derivative-free descent method in set optimization (Q2340524) (← links)
• Convergence of a class of penalty methods for constrained scalar set-valued optimization (Q2393088) (← links)