Pages that link to "Item:Q891103"
From MaRDI portal
The following pages link to Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103):
Displaying 5 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- On the axiomatic definition of generalized maximin principle (Q315026) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
