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subject:"Risiko"
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Search: subject_exact:"Dual LP problem"
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Risiko
Dual optimization problem
270
Duales Optimierungsproblem
270
Theorie
179
Theory
179
Mathematical programming
43
Mathematische Optimierung
43
Portfolio selection
29
Portfolio-Management
29
Production theory
29
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29
Production function
27
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27
Cost function
19
Kostenfunktion
19
Nichtlineare Optimierung
18
Nonlinear programming
18
USA
18
United States
18
Technical efficiency
15
Technische Effizienz
15
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14
Ganzzahlige Optimierung
13
Integer programming
13
Risikoaversion
12
Risk aversion
12
Duality
11
Stochastic process
11
Stochastischer Prozess
11
duality
11
Auction theory
10
Auktionstheorie
10
Decision under uncertainty
10
Entscheidung unter Unsicherheit
10
Game theory
10
Nutzenfunktion
10
Spieltheorie
10
Utility function
10
Duality theory
9
Estimation
9
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English
14
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Ben-Tal, Aharon
1
Chambers, Robert G.
1
Coyle, Barry Thomas
1
Deng, Shuoqing
1
Fountain, John
1
Heineke, John M
1
Hennessy, David A.
1
Källblad, Sigrid
1
Lance, Sergio H.
1
Miao, Jianjun
1
Qi, Jun
1
Quiggin, John C.
1
Rosas, Francisco
1
Schied, Alexander
1
Schulze, Klaas
1
Shefrin, Hersh
1
Tan, Xiaolu
1
Teboulle, Marc
1
Wu, Ching-Tang
1
Xu, Zuo Quan
1
Yi, Lan
1
Yu, Xiang
1
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University of Canterbury / Department of Economics
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American journal of agricultural economics
2
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1
Finance and stochastics
1
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1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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1
SFB 649 discussion paper
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Theory and decision : an international journal for multidisciplinary advances in decision science
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ECONIS (ZBW)
14
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1
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing
;
Tan, Xiaolu
;
Yu, Xiang
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Saved in:
2
How reliable is duality theory in empirical work?
Rosas, Francisco
;
Lance, Sergio H.
- In:
American journal of agricultural economics
101
(
2019
)
3
,
pp. 825-848
Persistent link: https://www.econbiz.de/10012114826
Saved in:
3
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
4
Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun
;
Yi, Lan
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
Saved in:
5
On Duality Theory in Intertemporal Choice with Uncertainty
Shefrin, Hersh
-
2011
We discuss here the implications that arise for the fundamental duality relationships given by Roy's Identity (1943) and Shephard's Lemma (1953) when the underlying consumer choice problem is dynamic and involves uncertainty
Persistent link: https://www.econbiz.de/10013123726
Saved in:
6
General dual measures of riskiness
Schulze, Klaas
- In:
Theory and decision : an international journal for …
78
(
2015
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10010513819
Saved in:
7
A duality approach to continuous-time contracting problems with limited commitment
Miao, Jianjun
;
Zhang, Yuzhe
- In:
Journal of economic theory
159
(
2015
),
pp. 929-988
Persistent link: https://www.econbiz.de/10011549299
Saved in:
8
Investment under duality risk measure
Xu, Zuo Quan
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 786-793
Persistent link: https://www.econbiz.de/10010411499
Saved in:
9
Duality theory for optimal investments under model uncertainty
Schied, Alexander
(
contributor
);
Wu, Ching-Tang
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003049762
Saved in:
10
An old-new concept of convex risk measures : the optimized certainty equivalent
Ben-Tal, Aharon
;
Teboulle, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 449-476
Persistent link: https://www.econbiz.de/10003626576
Saved in:
11
Multi-output firm under price uncertainty
Hennessy, David A.
- In:
Journal of economics & business
58
(
2006
)
3
,
pp. 181-201
Persistent link: https://www.econbiz.de/10003320155
Saved in:
12
Measuring risk relatively
Fountain, John
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001721944
Saved in:
13
Uncertainty, production, choice, and agency : the state-contingent approach
Chambers, Robert G.
;
Quiggin, John C.
-
2000
-
1. publ.
Persistent link: https://www.econbiz.de/10001423164
Saved in:
14
Risk aversion and yield uncertainty in duality models of production : a mean-variance approach
Coyle, Barry Thomas
- In:
American journal of agricultural economics
81
(
1999
)
3
,
pp. 553-567
Persistent link: https://www.econbiz.de/10001400212
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