Pages that link to "Item:Q2263343"
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The following pages link to Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343):
Displaying 15 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Investigation of multistage stochastic portfolio optimization problems (Q508563) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Optimization models of anti-terrorist protection (Q1735316) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- The class of polyhedral coherent risk measures (Q2574231) (← links)
- (Q3014577) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- A note on optimal portfolio corresponding to the CVaR ratio (Q4578150) (← links)
- Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)