Pages that link to "Item:Q4215743"
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The following pages link to Duality for the level sum of quasiconvex functions and applications (Q4215743):
Displaying 14 items.
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A relaxation result in the vectorial setting and power law approximation for supremal functionals (Q2194122) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- Projective dualities for quasiconvex problems (Q2351520) (← links)
- More on quasiconvex duality (Q2757937) (← links)
- Level functions of some optimal value functions. (Q2776673) (← links)
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function (Q2875724) (← links)
- ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
- Quasiconvex programming with locally starshaped constraint region and applications to quasiconvex MPEC (Q3426226) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- What is quasiconvex analysis? (Q4949175) (← links)
- A non-convex analogue to Fenchel duality (Q5933453) (← links)