Pages that link to "Item:Q6160556"
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The following pages link to Polyhedral coherent risk measure and distributionally robust portfolio optimization (Q6160556):
Displaying 11 items.
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Optimizing over coherent risk measures and non-convexities: a robust mixed integer optimization approach (Q902084) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← 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)
- The class of polyhedral coherent risk measures (Q2574231) (← links)
- Coherent worst-case value-at-risk with applications to robust portfolio optimization (Q2854210) (← links)
- Polyhedral risk measures in electricity portfolio optimization (Q2954559) (← links)