Pages that link to "Item:Q930955"
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The following pages link to Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955):
Displaying 36 items.
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Rejoinder on: Multicriteria decision systems for financial problems (Q356511) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- On solving the dual for portfolio selection by optimizing conditional value at risk (Q409275) (← links)
- Adjustment coefficient for risk processes in some dependent contexts (Q429976) (← links)
- Tractable almost stochastic dominance (Q439526) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- The \(p\)-folded cumulative distribution function and the mean absolute deviation from the \(p\)-quantile (Q553036) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios (Q1375552) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Risk analysis and decision theory: a bridge (Q1694348) (← links)
- Risk-averse stochastic path detection (Q1753422) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Entropy based risk measures (Q2183329) (← links)
- Viscosity extragradient method with Armijo linesearch rule for pseudomonotone equilibrium problem and fixed point problem in Hilbert spaces (Q2304142) (← links)
- Descent and penalization techniques for equilibrium problems with nonlinear constraints (Q2342130) (← links)
- Portfolio optimization using a new probabilistic risk measure (Q2351284) (← links)
- Risk analysis with contractual default. Does covenant breach matter? (Q2355962) (← links)
- Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component (Q2427811) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Proper Conditioning for Coherent VaR in Portfolio Management (Q3116094) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- Ambiguous Risk Measures and Optimal Robust Portfolios (Q3519406) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- Robust Decisions under Risk for Imprecise Probabilities (Q4558801) (← links)
- Good deals in markets with friction (Q5397420) (← links)
- Merit functions: a bridge between optimization and equilibria (Q5891802) (← links)
- Merit functions: a bridge between optimization and equilibria (Q5925166) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
