Pages that link to "Item:Q2574231"
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The following pages link to The class of polyhedral coherent risk measures (Q2574231):
Displaying 11 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- Some scientific results of Yu. M. Ermoliev and his school in modern stochastic optimization theory (Q464973) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- On measuring and profiling catastrophic risks (Q2458097) (← links)
- (Q3014577) (← links)
- A new class of coherent risk measures based on <i>p</i>‐norms and their applications (Q5430335) (← links)
- Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556) (← links)