-
2
-
-
7544223774
-
Laws of large numbers for random lsc functions
-
Exp. 13, Université de Montpellier
-
H. Attouch and R.J-B Wets, Laws of large numbers for random lsc functions, Seminaire Anal. Convexe 20, Exp. 13, Université de Montpellier, 1990.
-
(1990)
Seminaire Anal. Convexe
, vol.20
-
-
Attouch, H.1
Wets, R.J.-B.2
-
5
-
-
0002776190
-
Stochastic dominance and moments of distributions
-
P.C. Fishburn, Stochastic dominance and moments of distributions, Mathematics of Operations Research 5(1980)94-100.
-
(1980)
Mathematics of Operations Research
, vol.5
, pp. 94-100
-
-
Fishburn, P.C.1
-
6
-
-
0004243930
-
-
Springer Series in Statistics, Springer, New York
-
J. Grandell, Aspects of Risk Theory, Springer Series in Statistics, Springer, New York, 1992.
-
(1992)
Aspects of Risk Theory
-
-
Grandell, J.1
-
9
-
-
21844526971
-
Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems
-
Yu.M. Kaniovski, A. King and R.J-B Wets, Probabilistic bounds (via large deviations) for the solutions of stochastic programming problems, Annals of OR 56(1995)189-208.
-
(1995)
Annals of OR
, vol.56
, pp. 189-208
-
-
Kaniovski, Yu.M.1
King, A.2
Wets, R.J.-B.3
-
10
-
-
0000863801
-
Mean absolute deviation portfolio optimization model and its applications to Tokyo stock market
-
H. Konno and H. Yamazaki, Mean absolute deviation portfolio optimization model and its applications to Tokyo stock market, Management Science 37(1991)519-531.
-
(1991)
Management Science
, vol.37
, pp. 519-531
-
-
Konno, H.1
Yamazaki, H.2
-
11
-
-
0002023607
-
Asymptotic stochastic programs
-
G.Ch. Pflug, Asymptotic stochastic programs, Mathematics of OR 20(1995) 769-789.
-
(1995)
Mathematics of OR
, vol.20
, pp. 769-789
-
-
Pflug, G.Ch.1
-
12
-
-
0031996417
-
On the Glivenko-Cantelli problem in stochastic programming: Linear recourse
-
G.Ch. Pflug, A. Ruszczyński and R. Schultz, On the Glivenko-Cantelli problem in stochastic programming: Linear recourse, Mathematics of OR 23(1995)204-220.
-
(1995)
Mathematics of OR
, vol.23
, pp. 204-220
-
-
Pflug, G.Ch.1
Ruszczyński, A.2
Schultz, R.3
-
14
-
-
0001579697
-
Risk aversion in the small and in the large
-
J. Pratt, Risk aversion in the small and in the large, Econometrica 32(1964)122-136.
-
(1964)
Econometrica
, vol.32
, pp. 122-136
-
-
Pratt, J.1
-
18
-
-
0343713681
-
-
IR-97-027, IIASA, Laxenburg, Austria
-
A. Ruszczyński and W. Ogryczak, From stochastic dominance to mean-risk models: Semideviations as risk measures, IR-97-027, IIASA, Laxenburg, Austria, 1997.
-
(1997)
From Stochastic Dominance to Mean-risk Models: Semideviations as Risk Measures
-
-
Ruszczyński, A.1
Ogryczak, W.2
-
19
-
-
0011302042
-
Quantitative stability in stochastic programming
-
A. Shapiro, Quantitative stability in stochastic programming, Math. Programming 67(1994)99-108.
-
(1994)
Math. Programming
, vol.67
, pp. 99-108
-
-
Shapiro, A.1
-
21
-
-
0000080373
-
The Glivenko-Cantelli problem
-
M. Talagrand, The Glivenko-Cantelli problem, Annals of Probability 15(1987)837-870.
-
(1987)
Annals of Probability
, vol.15
, pp. 837-870
-
-
Talagrand, M.1
-
22
-
-
0001957366
-
Sharper bounds for Gaussian and empirical processes
-
M. Talagrand, Sharper bounds for Gaussian and empirical processes, Annals of Probability 22(1994) 18-76
-
(1994)
Annals of Probability
, vol.22
, pp. 18-76
-
-
Talagrand, M.1
-
23
-
-
0011544180
-
On the convergence of sample probability distributions
-
V.S. Varadarajan, On the convergence of sample probability distributions, Sankhya 19(1958)23-26.
-
(1958)
Sankhya
, vol.19
, pp. 23-26
-
-
Varadarajan, V.S.1
-
24
-
-
0042771609
-
Univariate and multivariate comparisons of risk aversion: A new approach
-
eds. W. Heller, R. Starr and D. Starrett, Cambridge University Press
-
M.E. Yaari, Univariate and multivariate comparisons of risk aversion: A new approach, Essays in Honor of Kenneth J. Arrow, Vol. 3, eds. W. Heller, R. Starr and D. Starrett, Cambridge University Press, 1986.
-
(1986)
Essays in Honor of Kenneth J. Arrow
, vol.3
-
-
Yaari, M.E.1
-
25
-
-
0001695366
-
Stochastic dominance, mean variance and Gini's mean difference
-
S. Yitzhaki, Stochastic dominance, mean variance and Gini's mean difference, The American Economic Review 72(1982)178-185.
-
(1982)
The American Economic Review
, vol.72
, pp. 178-185
-
-
Yitzhaki, S.1
|