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91
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/10010084134
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92
Bounds for nested law invariant coherent risk measures
Xin, Linwei
;
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 431-436
Persistent link: https://www.econbiz.de/10010044458
Saved in:
93
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-440
Persistent link: https://www.econbiz.de/10010044459
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94
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
da Costa, Joari Paulo
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10010053799
Saved in:
95
Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
Chun, So Yeon
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
Operations research : the journal of the Operations …
60
(
2012
)
4
,
pp. 739-757
Persistent link: https://www.econbiz.de/10010016249
Saved in:
96
Rejoinder on: Stability in linear optimization and related topics : a personal tour
López, Marco A.
- In:
Top : an official journal of the Spanish Society of …
20
(
2012
)
2
,
pp. 270-278
Persistent link: https://www.econbiz.de/10010016834
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97
Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 63-73
Persistent link: https://www.econbiz.de/10008769593
Saved in:
98
Offsetting the implicit incentives: Benefits of benchmarking in money management
Basak, Suleyman
;
Pavlova, Anna
;
Shapiro, Alexander
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1883-1894
Persistent link: https://www.econbiz.de/10008883970
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99
On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander
- In:
Operations research letters
37
(
2009
)
3
,
pp. 143-148
Persistent link: https://www.econbiz.de/10008891573
Saved in:
100
A dynamic programming approach to adjustable robust optimization
Shapiro, Alexander
- In:
Operations research letters
39
(
2011
)
2
,
pp. 83-88
Persistent link: https://www.econbiz.de/10008893578
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