Pages that link to "Item:Q1640039"
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The following pages link to Superquantile/CVaR risk measures: second-order theory (Q1640039):
Displaying 15 items.
- CVaR (superquantile) norm: stochastic case (Q320902) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Randomized progressive hedging methods for multi-stage stochastic programming (Q828821) (← links)
- Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
- The risk-averse newsvendor problem under spectral risk measures: a classification with extensions (Q1752178) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Minimizing buffered probability of exceedance by progressive hedging (Q2189449) (← links)
- Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk (Q2256182) (← links)
- Modeling uncertainty of expert elicitation for use in risk-based optimization (Q2288878) (← links)
- Risk and Utility in the Duality Framework of Convex Analysis (Q3298014) (← links)
- Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity (Q5258948) (← links)
- Variational Theory for Optimization under Stochastic Ambiguity (Q5266537) (← links)
- Distributional robustness, stochastic divergences, and the quadrangle of risk (Q6552960) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Risk budgeting portfolios: existence and computation (Q6641077) (← links)
