Pages that link to "Item:Q492837"
From MaRDI portal
The following pages link to Kusuoka representations of coherent risk measures in general probability spaces (Q492837):
Displaying 8 items.
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
