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Risk filtering and risk-averse...
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543
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534
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482
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480
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468
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468
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453
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453
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452
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434
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429
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423
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406
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403
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402
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393
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378
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375
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374
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370
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370
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368
Svensson, Lars E. O.
368
Phillips, Peter C. B.
366
Caporale, Guglielmo Maria
353
Gupta, Rangan
348
Konrad, Kai A.
345
Woodford, Michael
341
Shavell, Steven
340
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328
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327
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323
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322
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CESifo Working Paper
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European economic review : EER
2,198
Journal of banking & finance
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IZA Discussion Paper
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Finance research letters
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2,015
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1,881
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1,800
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1,723
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1,674
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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EconStor
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1
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10
of
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Sort
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date (newest first)
date (oldest first)
1
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:
2
Risk
- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Saved in:
3
Optimizing sequential
decision
-making under
risk
: strategic allocation with switching penalties
Malekipirbazari, Milad
- In:
European journal of operational research : EJOR
321
(
2025
)
1
,
pp. 160-176
Persistent link: https://www.econbiz.de/10015094944
Saved in:
4
Markov
decision
processes under model uncertainty
Neufeld, Ariel
;
Sester, Julian
;
Ṥikić, Mario
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 618-665
Persistent link: https://www.econbiz.de/10014329899
Saved in:
5
Bounds on
risk
-averse mixed-integer multi-stage stochastic programming problems with mean-CVaR
Mahmutoğulları, Ali İrfan
;
Çavuş, Özlem
;
Aktürk, …
- In:
European journal of operational research : EJOR
266
(
2018
)
2
,
pp. 595-608
Persistent link: https://www.econbiz.de/10011811837
Saved in:
6
Risk
measurement and
risk
-averse control of partially observable discrete-time Markov systems
Fan, Jingnan
;
Ruszcy´nski, Andrzej
- In:
Mathematical methods of operations research
88
(
2018
)
2
,
pp. 161-184
Persistent link: https://www.econbiz.de/10011935391
Saved in:
7
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:
8
Markov
decision
processes with recursive
risk
measures
Bäuerle, Nicole
;
Glauer, Alexander
- In:
European journal of operational research : EJOR
296
(
2022
)
3
,
pp. 953-966
Persistent link: https://www.econbiz.de/10013255611
Saved in:
9
Dual SDDP for
risk
-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
10
Structure of
risk
-averse multistage stochastic programs
Dupačová, Jitka
;
Kozmík, Václav
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 559-582
Persistent link: https://www.econbiz.de/10011296750
Saved in:
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