Pages that link to "Item:Q1739046"
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The following pages link to Distributionally robust shortfall risk optimization model and its approximation (Q1739046):
Displaying 18 items.
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Explicit solutions for shortfall risk minimization in multinomial models. (Q1862742) (← links)
- Decomposition and discrete approximation methods for solving two-stage distributionally robust optimization problems (Q2026771) (← links)
- A vehicle routing problem with distribution uncertainty in deadlines (Q2030574) (← links)
- Data-driven stochastic programming with distributionally robust constraints under Wasserstein distance: asymptotic properties (Q2059163) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Quantitative stability analysis for minimax distributionally robust risk optimization (Q2118071) (← links)
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
- Partition-based distributionally robust optimization via optimal transport with order cone constraints (Q2168780) (← links)
- On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
- Computationally tractable counterparts of distributionally robust constraints on risk measures (Q2832107) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520) (← links)
- A modified exchange algorithm for distributional robust optimization and applications in risk management (Q6092503) (← links)
- Distributionally robust optimization with multivariate second-order stochastic dominance constraints with applications in portfolio optimization (Q6132757) (← links)
- Decision-making under risk: when is utility-maximization equivalent to risk-minimization? (Q6592876) (← links)
- A new distributionally robust reward-risk model for portfolio optimization (Q6595260) (← links)
