Pages that link to "Item:Q5919335"

The following pages link to Conditional value-at-risk: structure and complexity of equilibria (Q5919335):

Displaying 6 items.

• Equilibrium impact of value-at-risk regulation (Q956555) (← links)
• The complexity of \((\mathsf{E}+\mathsf{Var})\)-equilibria, \(\mathsf{ESR}\)-equilibria, and \(\mathsf{SuperE}\)-equilibria for 2-players games with few cost values (Q1998841) (← links)
• (In)existence of equilibria for 2-player, 2-value games with semistrictly quasiconcave cost functions (Q2082560) (← links)
• On the non-existence of conditional value-at-risk under heavy tails and short sales (Q2267378) (← links)
• A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
• $$\mathcal {NP}$$-Hardness of Equilibria in Case of Risk-Averse Players (Q6163639) (← links)