Pages that link to "Item:Q5169659"

The following pages link to On Kusuoka Representation of Law Invariant Risk Measures (Q5169659):

Displaying 30 items.

• Risk assessment and risk management: review of recent advances on their foundation (Q323103) (← links)
• Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
• Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
• Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
• Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
• Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• Capital asset pricing model under distribution uncertainty (Q2165778) (← links)
• Fair estimation of capital risk allocation (Q2173274) (← links)
• Cooperative game with nondeterministic returns (Q2178593) (← links)
• Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• Aggregation of opinions and risk measures (Q2231390) (← links)
• Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
• Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
• Law invariant risk measures and information divergences (Q2283649) (← links)
• Minimal representation of insurance prices (Q2347070) (← links)
• A quantitative comparison of risk measures (Q2400017) (← links)
• Restricted risk measures and robust optimization (Q2629722) (← links)
• Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
• A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
• Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
• Refinements of Kusuoka representations on <i>L</i>^∞ (Q5044104) (← links)
• Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
• Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
• Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
• Convex approximations of two-stage risk-averse mixed-integer recourse models (Q6498415) (← links)