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Mathematics of operations research
NBER working paper series
839
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ECONIS (ZBW)
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1
Optimal information blending with measurements in the L2 sphere
Defourny, Boris
;
Ryzhov, Ilya O.
;
Powell, Warren B.
- In:
Mathematics of operations research
40
(
2015
)
4
,
pp. 1060-1088
Persistent link: https://www.econbiz.de/10011409051
Saved in:
2
Nonasymptotic convergence rates for the plug-in estimation of
risk
measures
Bartl, Daniel
;
Tangpi, Ludovic
- In:
Mathematics of operations research
48
(
2023
)
4
,
pp. 2129-2155
Persistent link: https://www.econbiz.de/10014437818
Saved in:
3
Extreme-case distortion
risk
measures : a unification and generalization of closed-form solutions
Shao, Hui
;
Zhang, Zhe George
- In:
Mathematics of operations research
49
(
2024
)
4
,
pp. 2341-2355
Persistent link: https://www.econbiz.de/10015197921
Saved in:
4
Risk
sharing with lambda value at
risk
Liu, Peng
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 313-333
Persistent link: https://www.econbiz.de/10015211691
Saved in:
5
Uniqueness of convex-ranged probabilities and applications to
risk
measures and games
Amarante, Massimiliano
;
Liebrich, Felix-Benedikt
; …
- In:
Mathematics of operations research
50
(
2025
)
1
,
pp. 743-763
Persistent link: https://www.econbiz.de/10015211767
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6
Stochastic combinatorial optimization with controllable
risk
aversion level
So, Anthony Man-Cho
;
Zhang, Jiawei
;
Ye, Yinyu
- In:
Mathematics of operations research
34
(
2009
)
3
,
pp. 522-537
Persistent link: https://www.econbiz.de/10003892392
Saved in:
7
External
risk
measures and Basel accords
Kou, Steven
;
Peng, Xianhua
;
Heyde, Chris C.
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 393-417
Persistent link: https://www.econbiz.de/10009787381
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8
On Kusuoka representation of law invariant
risk
measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
Saved in:
9
Risk
preferences and their robust representation
Drapeau, Samuel
;
Kupper, Michael
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 28-62
Persistent link: https://www.econbiz.de/10009727701
Saved in:
10
Entropy coherent and entropy convex measures of
risk
Laeven, Roger J. A.
;
Stadje, Mitja
- In:
Mathematics of operations research
38
(
2013
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10009751526
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