Pages that link to "Item:Q2430606"
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The following pages link to Kusuoka representation of higher order dual risk measures (Q2430606):
Displaying 3 items.
- Cut generation for optimization problems with multivariate risk constraints (Q312669) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)