The following pages link to Çağın Ararat (Q2022181):
Displaying 11 items.
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- A norm minimization-based convex vector optimization algorithm (Q2156397) (← links)
- Dual representations for systemic risk measures (Q2299390) (← links)
- A characterization theorem for Aumann integrals (Q2346266) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Lower Cone Distribution Functions and Set-Valued Quantiles Form Galois Connections (Q5120708) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems (Q5883318) (← links)
- Random sets and Choquet-type representations (Q6164099) (← links)
- Computation of Systemic Risk Measures: A Mixed-Integer Programming Approach (Q6196751) (← links)
