Pages that link to "Item:Q5427665"
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The following pages link to AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (Q5427665):
Displayed 50 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- A robust mean absolute deviation model for portfolio optimization (Q632664) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Asymptotic behavior of the empirical conditional value-at-risk (Q654809) (← links)
- Low order-value approach for solving var-constrained optimization problems (Q656968) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Adapted Wasserstein distances and stability in mathematical finance (Q784732) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- On the conditional value-at-risk probability-dependent utility function (Q849311) (← links)
- Deviation inequalities for an estimator of the conditional value-at-risk (Q975002) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- On the dual representation of coherent risk measures (Q1640041) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- On the pervasiveness of difference-convexity in optimization and statistics (Q1739035) (← links)
- Mixed integer programming with a class of nonlinear convex constraints (Q1751218) (← links)
- Itinerary planning with time budget for risk-averse travelers (Q1754240) (← links)
- $K$-adaptability in two-stage distributionally robust binary programming (Q1785454) (← links)
- Robust risk management (Q1926976) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Looking for appropriate qualification conditions for subdifferential formulae and dual representations for convex risk measures (Q1935901) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Superquantiles at work: machine learning applications and efficient subgradient computation (Q2070410) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Hedging-based utility risk measure customized for individual investors (Q2084022) (← links)
- A primal-dual algorithm for risk minimization (Q2133418) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Risk minimization, regret minimization and progressive hedging algorithms (Q2189451) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Nonparametric kernel estimation of CVaR under \(\alpha\)-mixing sequences (Q2306884) (← links)
- Deviations of convex and coherent entropic risk measures (Q2348318) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Convex risk minimization via proximal splitting methods (Q2355313) (← links)
- Decision tree analysis for a risk averse decision maker: CVaR criterion (Q2356215) (← links)
