Pages that link to "Item:Q5038439"
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The following pages link to Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439):
Displaying 5 items.
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Statistical robustness in utility preference robust optimization models (Q2235161) (← links)
- Shortfall Risk Models When Information on Loss Function Is Incomplete (Q5060520) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)