Pages that link to "Item:Q5423190"

The following pages link to Higher moment coherent risk measures (Q5423190):

Displaying 42 items.

• Two pairs of families of polyhedral norms versus \(\ell _p\)-norms: proximity and applications in optimization (Q263209) (← links)
• The algebraic structure of the arbitrary-order cone (Q289064) (← links)
• Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
• On risk-averse maximum weighted subgraph problems (Q405680) (← links)
• Certainty equivalent measures of risk (Q513613) (← links)
• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
• Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights (Q1640044) (← links)
• On coherent risk measures induced by convex risk measures (Q1657812) (← links)
• Optimal expected utility risk measures (Q1688731) (← links)
• Regression analysis: likelihood, error and entropy (Q1739032) (← links)
• Mixed integer programming with a class of nonlinear convex constraints (Q1751218) (← links)
• Postoptimality for mean-risk stochastic mixed-integer programs and its application (Q1935908) (← links)
• Monotone Sharpe ratios and related measures of investment performance (Q2001262) (← links)
• Risk measures in the form of infimal convolution (Q2043964) (← links)
• KDE distributionally robust portfolio optimization with higher moment coherent risk (Q2070731) (← links)
• A primal-dual algorithm for risk minimization (Q2133418) (← links)
• Entropy based risk measures (Q2183329) (← links)
• On valid inequalities for mixed integer \(p\)-order cone programming (Q2251546) (← links)
• A composition between risk and deviation measures (Q2288942) (← links)
• Minimal conic quadratic reformulations and an optimization model (Q2294364) (← links)
• Higher-moment buffered probability (Q2329645) (← links)
• Interaction between financial risk measures and machine learning methods (Q2355190) (← links)
• A quantitative comparison of risk measures (Q2400017) (← links)
• Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
• Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
• Polyhedral approximations in<i>p</i>-order cone programming (Q2926080) (← links)
• Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests (Q3143705) (← links)
• Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
• A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures (Q3466784) (← links)
• A CHANCE-CONSTRAINED PORTFOLIO SELECTION PROBLEM UNDER t-DISTRIBUTION (Q3503069) (← links)
• A VaR Black–Litterman model for the construction of absolute return fund-of-funds (Q4911225) (← links)
• Statistics of Robust Optimization: A Generalized Empirical Likelihood Approach (Q4958550) (← links)
• Approximation Algorithms for a Class of Stochastic Selection Problems with Reward and Cost Considerations (Q4971383) (← links)
• Learning Optimal Distributionally Robust Individualized Treatment Rules (Q4999141) (← links)
• Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
• Spatial risk measures for max-stable and max-mixture processes (Q5086524) (← links)
• ESTIMATION OF AND INFERENCE ABOUT THE EXPECTED SHORTFALL FOR TIME SERIES WITH INFINITE VARIANCE (Q5403110) (← links)
• Variational analysis of norm cones in finite dimensional Euclidean spaces (Q6076767) (← links)
• Risk budgeting portfolios from simulations (Q6096628) (← links)
• Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
• Risk‐averse optimization and resilient network flows (Q6139370) (← links)