Pages that link to "Item:Q3100413"
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The following pages link to Constructing Risk Measures from Uncertainty Sets (Q3100413):
Displaying 50 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- A robust-CVaR optimization approach with application to breast cancer therapy (Q296907) (← links)
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- Risk assessment and risk management: review of recent advances on their foundation (Q323103) (← links)
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Short sales in log-robust portfolio management (Q420886) (← links)
- Staffing a call center with uncertain non-stationary arrival rate and flexibility (Q443817) (← links)
- Stochastic linear programming with a distortion risk constraint (Q480777) (← links)
- A general solution for robust linear programs with distortion risk constraints (Q492796) (← links)
- Almost robust discrete optimization (Q666949) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Manufacturer cooperation in supplier development under risk (Q992592) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Portfolio selection under distributional uncertainty: a relative robust CVaR approach (Q1043348) (← links)
- On the dual representation of coherent risk measures (Q1640041) (← links)
- Robust optimization for the newsvendor problem with discrete demand (Q1721086) (← links)
- Realized performance of robust portfolios: worst-case Omega vs. CVaR-related models (Q1725616) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets (Q1752147) (← links)
- Computing near-optimal value-at-risk portfolios using integer programming techniques (Q1754091) (← links)
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Robust hedging strategies (Q1761191) (← links)
- Robust risk management (Q1926976) (← links)
- Distributionally robust joint chance constraints with second-order moment information (Q1942277) (← links)
- Worst-case analysis of Gini mean difference safety measure (Q1983716) (← links)
- Portfolio management with robustness in both prediction and decision: a mixture model based learning approach (Q1991930) (← links)
- Acceptable set topic modeling (Q2077938) (← links)
- Frameworks and results in distributionally robust optimization (Q2165596) (← links)
- Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (Q2183311) (← links)
- Distributionally robust optimization with polynomial densities: theory, models and algorithms (Q2189441) (← links)
- A survey of decision making and optimization under uncertainty (Q2241216) (← links)
- Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
- Recent advances in robust optimization: an overview (Q2256312) (← links)
- Robust investment decisions under supply disruption in petroleum markets (Q2257348) (← links)
- Robust assortment optimization using worst-case CVaR under the multinomial logit model (Q2294358) (← links)
- Global minimum variance portfolios under uncertainty: a robust optimization approach (Q2301190) (← links)
- Quantitative stability of two-stage distributionally robust risk optimization problem with full random linear semi-definite recourse (Q2304274) (← links)
- Optimal reinsurance under dynamic VaR constraint (Q2374115) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- A composite risk measure framework for decision making under uncertainty (Q2422609) (← links)
- Restricted risk measures and robust optimization (Q2629722) (← links)
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- Robust Optimization in Simulation: Taguchi and Krige Combined (Q2815461) (← links)
- Computationally Tractable Counterparts of Distributionally Robust Constraints on Risk Measures (Q2832107) (← links)
- Technical Note—A Risk- and Ambiguity-Averse Extension of the Max-Min Newsvendor Order Formula (Q2935298) (← links)
- A Brief Overview of Interdiction and Robust Optimization (Q3299227) (← links)
- Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)
