We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusu...
Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczy...
Data manipulation, or algorithmic complexity, is not taken into account adequately in any of the most popular functional size measurement methods. In this paper, we recall some we...
We consider two notions for the representations of convex cones: G-representation and liftedG-representation. The former represents a convex cone as a slice of another; the latter...