Pages that link to "Item:Q356482"
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The following pages link to Set-valued average value at risk and its computation (Q356482):
Displayed 15 items.
- Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Lagrange duality in set optimization (Q2247892) (← links)
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)