The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Stochastic orderings for discrete random variables (Q952886) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021) (← links)
- Williams coherence and beyond (Q962885) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- The expected convex hull trimmed regions of a sample (Q964641) (← links)
- A preference foundation for Fehr and Schmidt's model of inequity aversion (Q964818) (← links)
- \(\alpha \)-conservative approximation for probabilistically constrained convex programs (Q969716) (← links)
- Weighted risk capital allocations (Q974815) (← links)
- Deviation inequalities for an estimator of the conditional value-at-risk (Q975002) (← links)
- Risk minimization through portfolio replication (Q978811) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- A high-order Markov-switching model for risk measurement (Q980081) (← links)
- Minimizing measures of risk by saddle point conditions (Q984899) (← links)
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization (Q989841) (← links)
- A multiobjective metaheuristic for a mean-risk static stochastic knapsack problem (Q989843) (← links)
- Distributed optimisation of a portfolio's omega (Q991131) (← links)
- Manufacturer cooperation in supplier development under risk (Q992592) (← links)
- Manufacturer's return policy in a two-stage supply chain with two risk-averse retailers and random demand (Q992640) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Dominance-based rough set approach to decision under uncertainty and time preference (Q993708) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures (Q993722) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Stochastic models for risk estimation in volatile markets: a survey (Q993727) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- Estimation of bivariate excess probabilities for elliptical models (Q1002536) (← links)
- Consistency of the \(\alpha \)-trimming of a probability. Applications to central regions (Q1002571) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- A new integral for capacities (Q1006563) (← links)
- Geometry of polar wedges in Riesz spaces and super-replication prices in incomplete financial markets (Q1007099) (← links)
- Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm (Q1011192) (← links)
- Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness (Q1017759) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Approximating the distributions of estimators of financial risk under an asymmetric Laplace law (Q1019977) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Optimal allocation of policy limits and deductibles under distortion risk measures (Q1023102) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- A Bayesian approach to estimate the marginal loss distributions in operational risk management (Q1023645) (← links)
- Multiple priors and asset pricing (Q1023977) (← links)
