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~isPartOf:"Journal of financial econometrics"
~isPartOf:"Operations research"
~isPartOf:"Working papers / TSE : WP"
~subject:"coherent risk measures"
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coherent risk measures
Risikomaß
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Li, Jonathan Yu-Meng
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Noyan, Nilay
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Rudolf, Gábor
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Shapiro, Alexander
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Journal of financial econometrics
Operations research
Working papers / TSE : WP
Mathematics of operations research
4
International Journal of Monetary Economics and Finance
2
Finance and Stochastics
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INFORMS journal on computing : JOC
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
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2
Closed-form solutions for worst-case law invariant risk measures with application to robust portfolio optimization
Li, Jonathan Yu-Meng
- In:
Operations research
66
(
2018
)
6
,
pp. 1533-1541
Persistent link: https://www.econbiz.de/10011971655
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3
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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