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Kusuoka representation of higher order dual risk measures
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Kusuoka representation of higher order dual risk measures (2010)Kusuoka representation of higher order du…RISK MEASURES ON ORLICZ HEARTS (2009)RISK MEASURES ON ORLICZ HEARTSLectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…Optimization of Convex Risk Functions (2006)Optimization of Convex Risk F…Generalized deviations in risk analysis (2005)Generalized deviations in ris…On the coherence of expected shortfall (2002)On the coherence of expected …Dual Stochastic Dominance and Related Mean-Risk Models (2002)Dual Stochastic Dominance and…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…On law invariant coherent risk measures (2001)On law invariant coherent ris…On consistency of stochastic dominance and mean–semideviation models (2001)On consistency of stochastic …From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)From stochastic dominance to …Coherent Measures of Risk (1999)Coherent Measures of RiskMean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…The Estimation of the Lorenz Curve and Gini Index (1972)The Estimation of the Lorenz …PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Methods of Measuring the Concentration of Wealth (1905)Methods of Measuring the Conc…A Stochastic Approximation Method (1951)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Coherent Risk Measures on General Probability Spaces (2002)Expected shortfall and beyond (2002)Higher order elicitability and Osband’s principle (2016)Optimization of conditional value-at-risk (2000)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Quantitative Risk Management (2011)Chapter 2 Measurement of inequality (2000)Using Lorenz curves to assess public transport equity (2011)THE LAW OF CRIME CONCENTRATION AND THE CRIMINOLOGY OF PLACE* (2015)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Correcting the Concentration Index (2008)Some Generalized Functions for the Size Distribution of Income (2008)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Making and Evaluating Point Forecasts (2011)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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References

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  • 1999Coherent Measures of Risk8,849 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1905Methods of Measuring the Concentration of Wealth2,281 cited
  • 2009Lectures on Stochastic Programming: Modeling and Theory1,623 cited
  • 2002On the coherence of expected shortfall1,596 cited
  • 2009Lectures on Stochastic Programming1,419 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1972The Estimation of the Lorenz Curve and Gini Index1,132 cited
  • 2001On law invariant coherent risk measures676 cited
  • 2005Generalized deviations in risk analysis572 cited
  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 2002Dual Stochastic Dominance and Related Mean-Risk Models496 cited
  • 2006Optimization of Convex Risk Functions474 cited
  • 2001On consistency of stochastic dominance and mean–semideviation models257 cited
  • 2009RISK MEASURES ON ORLICZ HEARTS214 cited

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