Pages that link to "Item:Q891103"
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The following pages link to Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103):
Displaying 10 items.
- Risk measures in stochastic programming and robust optimization problems (Q269131) (← links)
- On the axiomatic definition of generalized maximin principle (Q315026) (← links)
- Spectral utility, Wiener-Hopf techniques, and rational expectations (Q1109666) (← links)
- Polyhedral coherent risk measures in the case of imprecise scenario estimates (Q1795509) (← links)
- Risk measures in the form of infimal convolution (Q2043964) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- Polyhedral coherent risk measures and robust optimization (Q2174056) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- (Q3649182) (← links)
- (Q4710755) (← links)