Pages that link to "Item:Q435754"
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The following pages link to Market price-based convex risk measures: a distribution-free optimization approach (Q435754):
Displaying 4 items.
- Ambiguity in risk preferences in robust stochastic optimization (Q323319) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- On the price of risk in a mean-risk optimization model (Q4619512) (← links)