Pages that link to "Item:Q2879011"

The following pages link to Robust risk measurement and model risk (Q2879011):

Displaying 50 items.

• Dynamic portfolio management with views at multiple horizons (Q668857) (← links)
• Robustness regions for measures of risk aggregation (Q727667) (← links)
• Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
• Model tracking for risk problems (Q1607879) (← links)
• The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion (Q1622826) (← links)
• Reverse sensitivity testing: what does it take to break the model? (Q1634305) (← links)
• Robust measurement of (heavy-tailed) risks: theory and implementation (Q1657439) (← links)
• Model spaces for risk measures (Q1681096) (← links)
• Scalable information inequalities for uncertainty quantification (Q1685620) (← links)
• Quantification of model risk: data uncertainty (Q1689190) (← links)
• Robust bounds in multivariate extremes (Q1704149) (← links)
• Doubts and variability: a robust perspective on exotic consumption series (Q1753715) (← links)
• Robust risk management (Q1926976) (← links)
• Robustification and performance evaluation of empirical risk measures and other vector-valued estimators (Q2002995) (← links)
• Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
• Assessing the impact of jumps in an option pricing model: a gradient estimation approach (Q2076852) (← links)
• Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
• A generalized error distribution copula-based method for portfolios risk assessment (Q2159132) (← links)
• Frameworks and results in distributionally robust optimization (Q2165596) (← links)
• On distributionally robust extreme value analysis (Q2191428) (← links)
• On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
• Robust trade-off portfolio selection (Q2218875) (← links)
• Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach (Q2231329) (← links)
• Aggregation of opinions and risk measures (Q2231390) (← links)
• Sensitivity analysis with \(\chi^2\)-divergences (Q2234772) (← links)
• Robust quantile estimation under bivariate extreme value models (Q2303024) (← links)
• Model-free bounds on value-at-risk using extreme value information and statistical distances (Q2415965) (← links)
• Two-stage nested simulation of tail risk measurement: a likelihood ratio approach (Q2681447) (← links)
• Measuring distribution model risk (Q2800000) (← links)
• Robust sensitivity analysis for stochastic systems (Q2833103) (← links)
• On the Measurement of Economic Tail Risk (Q3178757) (← links)
• A Standard Measure of Risk and Risk-Value Models (Q4361488) (← links)
• Rao’s quadratic entropy and maximum diversification indexation (Q4554479) (← links)
• Model risk of contingent claims (Q4554508) (← links)
• Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
• On the price of risk in a mean-risk optimization model (Q4619512) (← links)
• Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae (Q4627134) (← links)
• Uncertainty Quantification for Markov Processes via Variational Principles and Functional Inequalities (Q4961000) (← links)
• Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees (Q4971591) (← links)
• Quantification of model uncertainty on path-space<i>via</i>goal-oriented relative entropy (Q5006303) (← links)
• Formulation and properties of a divergence used to compare probability measures without absolute continuity (Q5024347) (← links)
• (Q5054641) (← links)
• Myopic robust index tracking with Bregman divergence (Q5068089) (← links)
• A simple robust asset pricing model under statistical ambiguity (Q5079377) (← links)
• Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
• Robust Simulation with Likelihood-Ratio Constrained Input Uncertainty (Q5106426) (← links)
• MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING (Q5114682) (← links)
• (Q5120591) (← links)
• Technical Note—The Joint Impact of<i>F</i>-Divergences and Reference Models on the Contents of Uncertainty Sets (Q5126612) (← links)
• Optimization-Based Calibration of Simulation Input Models (Q5129200) (← links)