Pages that link to "Item:Q5933652"
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The following pages link to Generalized Neyman-Pearson lemma via convex duality. (Q5933652):
Displayed 14 items.
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- A characterization of a minimax test in the problem of testing two composite hypotheses (Q378158) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- A characterization of maximin tests for two composite hypotheses (Q498605) (← links)
- Testing composite hypotheses via convex duality (Q627299) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Shortfall risk minimising strategies in the binomial model: characterisation and convergence (Q857947) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Dynamic hedging of conditional value-at-risk (Q2444719) (← links)
- The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- Coherent hedging in incomplete markets (Q3623410) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)