Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Mathematical programming"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Coherent and convex monetary r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
Coherent risk measures
46
Risikomaß
44
Risk measure
44
coherent risk measures
43
Risk
40
Risiko
39
Portfolio selection
33
Portfolio-Management
33
Theorie
33
Theory
33
Risk management
25
Risikomanagement
22
Measurement
18
Messung
18
Mathematische Optimierung
13
Stochastic process
13
Stochastischer Prozess
13
Decision under risk
8
Entscheidung unter Risiko
8
Risikoaversion
7
Risk aversion
7
portfolio optimization
7
Coherent Risk Measures
6
Dynamic programming
6
Dynamische Optimierung
6
Stochastic programming
5
stochastic programming
5
Ausreißer
4
Capital allocation
4
Expected shortfall
4
Outliers
4
Risikomodell
4
Risk model
4
Statistical distribution
4
Statistische Verteilung
4
convex duality
4
expected shortfall
4
incomplete markets
4
spectral risk measures
4
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Shapiro, Alexander
4
Ahmadi-Javid, Amir
1
Costa, Bernardo Freitas Paulo da
1
Eckstein, Jonathan
1
Eskandani, Deniz
1
Fallah-Tafti, Malihe
1
Fan, Jingnan
1
Gutjahr, Walter J.
1
Iancu, Dan A.
1
Kouri, Drew P.
1
Kovacevic, Raimund
1
Liu, Rui Peng
1
Löhndorf, Nils
1
Löhne, Andreas
1
Mohabbati-Kalejahi, Nasrin
1
Noyan, Nilay
1
Pesenti, Silvana M.
1
Petrik, Marek
1
Pichler, Alois
1
Rudloff, Birgit
1
Rudolf, Gábor
1
Subramanian, Dharmashankar
1
Surowiec, Thomas M.
1
Targino, Rodrigo S.
1
Ugurlu, K.
1
Vinel, Alexander
1
Wozabal, David
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
3
Operations research
3
Mathematics of operations research
2
INFORMS journal on computing : JOC
1
International journal of theoretical and applied finance
1
Journal of the Operational Research Society
1
Manufacturing & service operations management : M & SOM
1
Operations research letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
2
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
3
Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan
;
Eskandani, Deniz
;
Fan, Jingnan
- In:
INFORMS journal on computing : JOC
28
(
2016
)
1
,
pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
Saved in:
4
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
5
Tight approximations of dynamic risk measures
Iancu, Dan A.
;
Petrik, Marek
;
Subramanian, Dharmashankar
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 655-682
Persistent link: https://www.econbiz.de/10011338697
Saved in:
6
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
Saved in:
7
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Saved in:
8
Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay
;
Rudolf, Gábor
- In:
Operations research
66
(
2018
)
2
,
pp. 463-486
Persistent link: https://www.econbiz.de/10011845995
Saved in:
9
Risk-averse bargaining in a stochastic optimization context
Gutjahr, Walter J.
;
Kovacevic, Raimund
;
Wozabal, David
- In:
Manufacturing & service operations management : M & SOM
25
(
2023
)
1
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014299605
Saved in:
10
Epi-regularization of risk measures
Kouri, Drew P.
;
Surowiec, Thomas M.
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 774-795
Persistent link: https://www.econbiz.de/10012242555
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
