The following pages link to (Q3656698):
Displaying 15 items.
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Multi-stage emissions management of a steel company (Q827145) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Bounds on risk-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR (Q1754123) (← links)
- Time consistent multi-period robust risk measures and portfolio selection models with regime-switching (Q1754334) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
- Multiperiod mean-standard-deviation time consistent portfolio selection (Q2409276) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Time consistency and risk averse dynamic decision models: definition, interpretation and practical consequences (Q2514776) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Stability of a class of risk-averse multistage stochastic programs and their distributionally robust counterparts (Q2666663) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
