Grechuk Bogdan

Bogdan Grechuk

Information about the author Bogdan Grechuk will soon be added to the site.
Found 3 papers in total
Inverse portfolio problem with coherent risk measures
Inverse portfolio problem with coherent risk measures
2016
In general, a portfolio problem minimizes risk (or negative utility) of a portfolio of...
Optimal risk sharing with general deviation measures
Optimal risk sharing with general deviation measures
2012
An optimal risk sharing problem for agents with utility functionals depending only on...
Maximum entropy principle with general deviation measures
Maximum entropy principle with general deviation measures
2009
An approach to the Shannon and Rényi entropy maximization problems with...
Papers per page: