Pages that link to "Item:Q2263343"
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The following pages link to Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343):
Displaying 8 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Investigation of multistage stochastic portfolio optimization problems (Q508563) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Optimization models of anti-terrorist protection (Q1735316) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)
