Pages that link to "Item:Q356482"

The following pages link to Set-valued average value at risk and its computation (Q356482):

Displaying 37 items.

• Primal and dual approximation algorithms for convex vector optimization problems (Q475807) (← links)
• Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
• Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
• Regulator-based risk statistics for portfolios (Q782118) (← links)
• Set optimization of set-valued risk measures (Q828851) (← links)
• Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
• Set-valued loss-based risk measures (Q1670444) (← links)
• Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
• Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
• Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
• Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
• Lagrange duality in set optimization (Q2247892) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• Acceptability indexes for portfolio vectors (Q2298184) (← links)
• Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
• The polyhedral projection problem (Q2304906) (← links)
• Conditional cores and conditional convex hulls of random sets (Q2320018) (← links)
• A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
• Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
• Set-valued risk statistics with scenario analysis (Q2406800) (← links)
• Vector-valued multivariate conditional value-at-risk (Q2417154) (← links)
• A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
• Set Optimization—A Rather Short Introduction (Q2805754) (← links)
• Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
• SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
• Systemic risk statistics with scenario analysis (Q5866094) (← links)
• A new coherent multivariate average-value-at-risk (Q5880387) (← links)
• Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems (Q5883318) (← links)
• Outer approximation algorithms for convex vector optimization problems (Q6113528) (← links)
• Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)