Pages that link to "Item:Q4917303"
From MaRDI portal
The following pages link to COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303):
Displaying 9 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Synergy effect of cooperative investment (Q513649) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Extended gradient of convex function and capital allocation (Q2083970) (← links)
- Individual and cooperative portfolio optimization as linear program (Q2091212) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Pooling Risk Games (Q5012897) (← links)
