Pages that link to "Item:Q2488506"
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The following pages link to Generalized deviations in risk analysis (Q2488506):
Displaying 50 items.
- On the impact of semidefinite positive correlation measures in portfolio theory (Q256678) (← links)
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- A representation of risk measures (Q272219) (← links)
- Sufficient conditions under which SSD- and MR-efficient sets are identical (Q297397) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- On relations between DEA-risk models and stochastic dominance efficiency tests (Q301149) (← links)
- Risk measure preserving piecewise linear approximation of empirical distributions (Q303730) (← links)
- VaR as the CVaR sensitivity: applications in risk optimization (Q313597) (← links)
- The center of a convex set and capital allocation (Q319165) (← links)
- CVaR (superquantile) norm: stochastic case (Q320902) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Generalised mean-risk preferences (Q508379) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Construction of a portfolio with shorter downside tail and longer upside tail (Q535300) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Asymptotic distribution of law-invariant risk functionals (Q650758) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Characterizations of classes of risk measures by dispersive orders (Q931192) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Robust risk budgeting (Q1621907) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- Black-Litterman model for continuous distributions (Q1622823) (← links)
- Superquantile/CVaR risk measures: second-order theory (Q1640039) (← links)
- On the dual representation of coherent risk measures (Q1640041) (← links)
- Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights (Q1640044) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- A convex-risk-measure based model and genetic algorithm for portfolio selection (Q1665701) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Drawdown: from practice to theory and back again (Q1679554) (← links)
- Two-stage non-cooperative games with risk-averse players (Q1680967) (← links)
- On the existence of solutions to stochastic quasi-variational inequality and complementarity problems (Q1680969) (← links)
- Model spaces for risk measures (Q1681096) (← links)
