Pages that link to "Item:Q2480233"
From MaRDI portal
The following pages link to Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233):
Displaying 50 items.
- Medium range optimization of copper extraction planning under uncertainty in future copper prices (Q297027) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection (Q666996) (← links)
- Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Measures of risk (Q704052) (← links)
- Weak topologies for modules over rings of bounded random variables (Q743200) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion (Q1655930) (← links)
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach (Q1680960) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- Nash equilibrium strategy for a DC pension plan with state-dependent risk aversion: a multiperiod mean-variance framework (Q1727241) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Risk management for forestry planning under uncertainty in demand and prices (Q1754283) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
