The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Investigation of multistage stochastic portfolio optimization problems (Q508563) (← links)
- A note on stability for risk-averse stochastic complementarity problems (Q511981) (← links)
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- Detecting large risk-averse 2-clubs in graphs with random edge failures (Q513610) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Multiobjective optimization of credit capital allocation in financial institutions (Q519000) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- The link between the Shapley value and the beta factor (Q524900) (← links)
- Dynamic linear programming games with risk-averse players (Q526824) (← links)
- Fat tails, VaR and subadditivity (Q528149) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Robust portfolio optimization with derivative insurance guarantees (Q531475) (← links)
- Optimization of real asset portfolio using a coherent risk measure: Application to oil and energy industries (Q535718) (← links)
- Tractable hedging with additional hedge instruments (Q539149) (← links)
- Joint optimal ordering and weather hedging decisions: mean-CVaR model (Q539482) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Unintended consequences of the market risk requirement in banking regulation (Q603004) (← links)
- Stochastic optimization problems with CVaR risk measure and their sample average approximation (Q604268) (← links)
- A modified functional delta method and its application to the estimation of risk functionals (Q604360) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Internal vs. External risk measures: how capital requirements differ in practice (Q613362) (← links)
- Analysis of stochastic dual dynamic programming method (Q617520) (← links)
- Methodology for determining the acceptability of system designs in uncertain environments (Q621707) (← links)
- Study on the interrelation of efficient portfolios and their frontier under \(t\) distribution and various risk measures (Q621864) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- On the minimal members of convex expectations (Q624553) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- A BSDE approach to a risk-based optimal investment of an insurer (Q627068) (← links)
- Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946) (← links)
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach (Q631479) (← links)
- Optimality of general reinsurance contracts under CTE risk measure (Q634001) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Multiperiod insurance supervision: top-down models (Q635984) (← links)
- Short-term electricity procurement: a rolling horizon stochastic programming approach (Q639168) (← links)
- Signed integral representations of comonotonic additive functionals (Q641652) (← links)
- Rates of almost sure convergence of plug-in estimates for distortion risk measures (Q641768) (← links)
- Qualitative and infinitesimal robustness of tail-dependent statistical functionals (Q642220) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- The credibility premiums for exponential principle (Q644653) (← links)
- On the role of norm constraints in portfolio selection (Q645500) (← links)
- Neyman smooth goodness-of-fit tests for the marginal distribution of dependent data (Q645527) (← links)
