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Kusuoka representation of higher order dual risk measures
Dentcheva, Darinka; Penev, Spiridon; Ruszczyński, … - 2010
Persistent link: https://www.econbiz.de/10008760335
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Stochastic modeling and optimization (in honor of András Prékopa’s 80th birthday)
Dentcheva, Darinka; Ruszczyński, Andrzej; Szántai, Tamás - 2012
Persistent link: https://www.econbiz.de/10010030777
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Scenario decomposition of risk-averse multistage stochastic programming problems
Collado, Ricardo A.; Papp, Dávid; Ruszczyński, Andrzej - 2012
Persistent link: https://www.econbiz.de/10010030787
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Kusuoka representation of higher order dual risk measures
Dentcheva, Darinka; Penev, Spiridon; Ruszczyński, Andrzej - 2010
Persistent link: https://www.econbiz.de/10008733827