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Stochastic dominance : an approach to decision-making under risk
Whitmore, George Alexander (ed.); Whitmore, George A. (ed.) - 1978
Persistent link: https://www.econbiz.de/10000050477
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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
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Asymptotic investment behaviors under a jump-diffusion risk process
Belkina, Tatiana; Luo, Shangzhen - In: North American actuarial journal 21 (2017) 1, pp. 36-62
Persistent link: https://www.econbiz.de/10011857974
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The possibilities and consequences of investment decisions by stepwise optimization
Okunevičiūtė Neverauskienė, Laima; … - In: Economic research 35 (2022) 1,1, pp. 1061-1087
Persistent link: https://www.econbiz.de/10014374968
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Data-driven distributionally robust CVaR portfolio optimization under a regime-switching ambiguity set
Pun, Chi Seng; Wang, Tianyu; Yan, Zhenzhen - In: Manufacturing & service operations management : M & SOM 25 (2023) 5, pp. 1779-1795
Persistent link: https://www.econbiz.de/10014383458
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Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. - In: INFORMS journal on computing : JOC 30 (2018) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael - 2000
Persistent link: https://www.econbiz.de/10001475180
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Probabilistic aspects of financial risk
Föllmer, Hans - 2000
Persistent link: https://www.econbiz.de/10001550562
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Stochastic dominance relation and linear risk measures
Ogryczak, Włodzimierz - In: Financial modelling : proceedings of the 23rd Meeting …, (pp. 191-212). 1999
Persistent link: https://www.econbiz.de/10001739680
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Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems
Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10001657399