Maximum entropy principle with general deviation measures
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- scientific article; zbMATH DE number 1423126 (Why is no real title available?)
- Extended Gini-type measures of risk and variability
- scientific article; zbMATH DE number 7306861 (Why is no real title available?)
- Regression analysis: likelihood, error and entropy
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- Choquet Regularization for Continuous-Time Reinforcement Learning
- Risk sharing, measuring variability, and distortion riskmetrics
- An example of a non-log-concave distribution where the difference has a log-concave density
- Characterization, robustness, and aggregation of signed Choquet integrals
- Parametric measures of variability induced by risk measures
- Optimal risk sharing with general deviation measures
- A relative robust approach on expected returns with bounded CVaR for portfolio selection
- On the solution uniqueness in portfolio optimization and risk analysis
- Minkowski deviation measures
- On dynamic deviation measures and continuous-time portfolio optimization
- Schur convex functionals: Fatou property and representation
- Cooperative games with general deviation measures
- Robust mean variance optimization problem under Rényi divergence information
- Generalized Maximum Entropy
- Inverse portfolio problem with mean-deviation model
- A maximum entropy principle in the general framework of the band method
- Star-shaped deviations
- Convex risk functionals: representation and applications
- A composition between risk and deviation measures
- Inf-convolution and optimal risk sharing with countable sets of risk measures
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