954 search results - page 1 / 191 » Conditional Risk Mappings |
MOR
2006
13 years 4 months ago
2006
We introduce an axiomatic definition of a conditional convex risk mapping and we derive its properties. In particular, we prove a representation theorem for conditional risk mappi...
JCS
2008
13 years 4 months ago
2008
Randomized protocols for hiding private information can be regarded as noisy channels in the information-theoretic sense, and the inference of the concealed information can be reg...
MP
2006
13 years 4 months ago
2006
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...
IMCSIT
2010
13 years 2 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
MP
2006
13 years 4 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...