Pages that link to "Item:Q953649"
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The following pages link to Shortfall as a risk measure: properties, optimization and applications (Q953649):
Displaying 12 items.
- STOCHASTIC MODEL PREDICTIVE CONTROL AND PORTFOLIO OPTIMIZATION (Q5292276) (← links)
- Stochastic optimization for allocation problems with shortfall risk constraints (Q5430355) (← links)
- Risk analysis of a pay to delay capacity reservation contract (Q5481689) (← links)
- ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE (Q5746928) (← links)
- Shortfall risk minimization: the dual approach (Q5891722) (← links)
- On the General Deviation Measure and the Gini coefficient (Q6053638) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- A new global algorithm for factor-risk-constrained mean-variance portfolio selection (Q6064034) (← links)
- Design of efficient investment portfolios with a shortfall probability as a measure of risk (Q6094337) (← links)
- Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks (Q6109311) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- Scenario-based stochastic model and efficient cross-entropy algorithm for the risk-budgeting problem (Q6644358) (← links)