scientific article; zbMATH DE number 5018799
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Publication:5201296
zbMATH Open1181.90281MaRDI QIDQ5201296FDOQ5201296
Alexander Shapiro, Andrzej Ruszczyński
Publication date: 18 April 2006
Title of this publication is not available (Why is that?)
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- On the Lebesgue property of monotone convex functions
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- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
- A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures
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- Time-consistent decisions and temporal decomposition of coherent risk functionals
- Computational methods for risk-averse undiscounted transient Markov models
- Bowley vs. Pareto optima in reinsurance contracting
- Convex risk measures for portfolio optimization and concepts of flexibility
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- A survey of learning criteria going beyond the usual risk
- Frameworks and results in distributionally robust optimization
- RISK MEASURES ON ORLICZ HEARTS
- Risk-Averse PDE-Constrained Optimization Using the Conditional Value-At-Risk
- Fixing risk neutral risk measures
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