SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Kusuoka representation of higher order dual risk measures · Study

ArticleShelves

ArticleKusuoka representation of higher order dual risk measures

Darinka Dentcheva2010

Article2010

Kusuoka representation of higher order dual risk measures

Darinka Dentcheva · Spiridon I. Penev · Andrzej Ruszczyński

43 citations·0/0 files stored·Annals of Operations Research

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Probability and Statistical Research Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 43 citations exist upstream.

References

1952PORTFOLIO SELECTION*1999Coherent Measures of Risk 2002Conditional value-at-risk for general loss distributions 1905Methods of Measuring the Concentration of Wealth 2009Lectures on Stochastic Programming: Modeling and Theory 2002On the coherence of expected shortfall 2009Lectures on Stochastic Programming 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2016Statistical estimation of composite risk functionals and risk optimization problemsarticle · 16 shared references 2010Modeling and optimization of riskarticle · 12 shared references 2011A Multiproduct Risk-Averse Newsvendor with Law-Invariant Coherent Measures of Riskarticle · 9 shared references 2007Higher moment coherent risk measuresarticle · 8 shared references 2010Risk-Averse Two-Stage Stochastic Linear Programming: Modeling and Decompositionarticle · 8 shared references 2007Risk-adjusted probability measures in portfolio optimization with coherent measures of riskarticle · 8 shared references

Details

Year2010

Typearticle

Published2010-05-11

VenueAnnals of Operations Research

ISSN-L0254-5330

Languageen

Citations43

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1007/s10479-010-0747-5

openalex_workW1979079176

Links

Imported from OpenAlex (CC0) — nothing here is generated.