The following pages link to Coherent Measures of Risk (Q2757301):
Displaying 19 items.
- Portfolio optimization with a copula-based extension of conditional value-at-risk (Q286012) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Trade and currency options hedging model (Q1643850) (← links)
- Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
- Risk shaping of optimal electricity portfolios in the stochastic LCOE theory (Q1652696) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Booms, busts and heavy-tails: the story of bitcoin and cryptocurrency markets? (Q1788028) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Upper bounds for strictly concave distortion risk measures on moment spaces (Q1799647) (← links)
- On log-normal convolutions: an analytical-numerical method with applications to economic capital determination (Q2292186) (← links)
- Distributionally robust return-risk optimization models and their applications (Q2336705) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- Tail risk measures and risk allocation for the class of multivariate normal mean-variance mixture distributions (Q2415974) (← links)
- Restricted risk measures and robust optimization (Q2629722) (← links)
- Robust Planning for an Open-Pit Mining Problem under Ore-Grade Uncertainty (Q2840676) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Selecting the best risk measure in multiobjective cash management (Q6088124) (← links)
