Risk management with multiple VaR constraints.
- Published in:
- Mathematical Methods of Operations Research, 2018, v. 88, n. 2, p. 297, doi. 10.1007/s00186-018-0637-1
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- Article
Works matching IS 14322994 AND DT 2018 AND VI 88 AND IP 2
Results: 6
1
2
Endogenous reference points in bargaining.
- Published in:
- Mathematical Methods of Operations Research, 2018, v. 88, n. 2, p. 283, doi. 10.1007/s00186-018-0636-2
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- Article
3
No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach.
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- Mathematical Methods of Operations Research, 2018, v. 88, n. 2, p. 241, doi. 10.1007/s00186-018-0635-3
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- Article
4
Regularity properties in a state-constrained expected utility maximization problem.
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- Mathematical Methods of Operations Research, 2018, v. 88, n. 2, p. 185, doi. 10.1007/s00186-018-0634-4
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- Publication type:
- Article
5
Risk measurement and risk-averse control of partially observable discrete-time Markov systems.
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- Mathematical Methods of Operations Research, 2018, v. 88, n. 2, p. 161, doi. 10.1007/s00186-018-0633-5
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- Publication type:
- Article
6
On the complexity of inverse convex ordered 1-median problem on the plane and on tree networks.
- Published in:
- Mathematical Methods of Operations Research, 2018, v. 88, n. 2, p. 147, doi. 10.1007/s00186-018-0632-6
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- Article