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Inverse optimization of convex risk functions
Li, Jonathan Yu-Meng, (2021)
Risk trading in capacity equilibrium models
De Maere d'Aertrycke, Gauthier, (2017)
Data-driven risk-averse newsvendor problems : developing the CVaR criteria and support vector machines
Chen, Zhen-Yu, (2024)
Indifference pricing with uncertainty averse preferences
Giammarino, Flavia, (2011)
A semiparametric model for the systematic factors of portfolio credit risk premia
Giammarino, Flavia, (2009)