Pages that link to "Item:Q946748"
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The following pages link to Polyhedral coherent risk measures and investment portfolio optimization (Q946748):
Displaying 6 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Stability advances in robust portfolio optimization under parallelepiped uncertainty (Q1725837) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
