The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Comment on Cenci et al. (2015): ``Half-full or half-empty? A model of decision making under risk'' (Q1690610) (← links)
- Spatial risk measures and applications to max-stable processes (Q1692083) (← links)
- Financial market structures revealed by pricing rules: efficient complete markets are prevalent (Q1693190) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- Uniformly monotone functions -- definition, properties, characterizations (Q1694796) (← links)
- A survey on risk-averse and robust revenue management (Q1694904) (← links)
- Stochastic orders and co-risk measures under positive dependence (Q1697224) (← links)
- Kernel estimation of extreme regression risk measures (Q1697481) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Multiple shooting applied to robust reservoir control optimization including output constraints on coherent risk measures (Q1702390) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- Numerical computation of convex risk measures (Q1703566) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Robust bounds in multivariate extremes (Q1704149) (← links)
- Additivity, subadditivity and linearity: automatic continuity and quantifier weakening (Q1705759) (← links)
- Stochastic control for optimal execution: fast approximation solution scheme under nested mean-semi deviation and conditional value at risk (Q1706677) (← links)
- Skew-elliptical distributions with applications in risk theory (Q1707559) (← links)
- Risk measures based on behavioural economics theory (Q1709605) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors (Q1711567) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization (Q1715530) (← links)
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491) (← links)
- Ambiguous risk constraints with moment and unimodality information (Q1717225) (← links)
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance (Q1717235) (← links)
- A closed-form solution for robust portfolio selection with worst-case CVaR risk measure (Q1718537) (← links)
- An upper bound of large deviations for capacities (Q1718577) (← links)
- Second-order asymptotics of the risk concentration of a portfolio with deflated risks (Q1720948) (← links)
- Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- Bridging \(k\)-sum and CVaR optimization in MILP (Q1722975) (← links)
- Coping with loss aversion in the newsvendor model (Q1723547) (← links)
- An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
- Equivalent distortion risk measures on moment spaces (Q1726870) (← links)
- Extreme-aggregation measures in the RDEU model (Q1726940) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- On the use of conditional expectation in portfolio selection problems (Q1730733) (← links)
- Tail variance of portfolio under generalized Laplace distribution (Q1731080) (← links)
- Trade-off between robustness and cost for a storage loading problem: rule-based scenario generation (Q1731818) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Cojumps and asset allocation in international equity markets (Q1734591) (← links)
- Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem (Q1734824) (← links)
- On the lifetime and one-year views of reserve risk, with application to IFRS 17 and Solvency II risk margins (Q1735035) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- Dynamic capital allocation with irreversible investments (Q1735043) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
