Pages that link to "Item:Q4215743"

The following pages link to Duality for the level sum of quasiconvex functions and applications (Q4215743):

Displaying 12 items.

• Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
• Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
• A relaxation result in the vectorial setting and power law approximation for supremal functionals (Q2194122) (← links)
• Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
• Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
• Projective dualities for quasiconvex problems (Q2351520) (← links)
• RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
• ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
• Quasiconvex programming with locally starshaped constraint region and applications to quasiconvex MPEC (Q3426226) (← links)
• Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
• What is quasiconvex analysis? (Q4949175) (← links)
• A non-convex analogue to Fenchel duality (Q5933453) (← links)