Pages that link to "Item:Q2576735"
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The following pages link to Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735):
Displaying 9 items.
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- Analytic characterizations of Mazur's intersection property via convex functions (Q425745) (← links)
- Nesterov's smoothing and excessive gap methods for an optimization problem in VLSI placement (Q489145) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Risk management in power markets: the hedging value of production flexibility (Q1042265) (← links)
