Pages that link to "Item:Q3298014"
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The following pages link to Risk and Utility in the Duality Framework of Convex Analysis (Q3298014):
Displaying 10 items.
- A contribution to duality theory, applied to the measurement of risk aversion (Q868602) (← links)
- Dual representations for convex risk measures via conjugate duality (Q963653) (← links)
- Certainty equivalents and information measures: Duality and extremal principles (Q1177028) (← links)
- Duality theory for robust utility maximisation (Q2049550) (← links)
- Concave/convex weighting and utility functions for risk: a new light on classical theorems (Q2234776) (← links)
- On the dual of the solvency cone (Q2345609) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
- (Q4627268) (← links)
- On \(s\)-convexity and risk aversion (Q5953207) (← links)
- Scalar and Vector Risk in the General Framework of Portfolio Theory (Q6079553) (← links)