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| Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. 智库出版物
2018
作者: Pichler A; Poledna S; Thurner S
 Adobe PDF(472Kb) |  收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18
systemic risk, systemic-risk-efficient, overlapping portfolios, financial networks, contagion, network optimization, quadratic programming, government bonds, DebtRank |
| Systemic risk and copula models. 智库出版物
2018
作者: Pflug G; Pichler A
收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
Risk measures Convex order relations Stochastic dominance Copula |
| Time-consistent decisions and temporal decomposition of coherent risk functionals. 智库出版物
2016
作者: Pflug GC; Pichler A
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18 |
| Time-inconsistent multistage stochastic programs: Martingale bounds. 智库出版物
2016
作者: Pflug GC; Pichler A
收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
Stochastic optimization risk measure Average Value-at-Risk dynamic programming time consistency |
| Dynamic generation of scenario trees. 智库出版物
2015
作者: Pflug G; Pichler A
收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
decision trees stochastic optimization optimal transportation 90C15 60B05 62P05 |
| Differential vulnerability to hurricanes in Cuba, Haiti, and the Dominican Republic: the contribution of education. 智库出版物
2013
作者: Pichler A
Adobe PDF(888Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
adaptive capabilities Caribbean education, vulnerability |
| A distance for multistage stochastic optimization models. 智库出版物
2012
作者: Pflug GC; Pichler A
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Stochastic optimization Quantitative stability Transportation distance Scenario approximation |
| The Efficiency of Adapting Aspiration Levels. 智库出版物
1998
作者: Posch M; Pichler A; Sigmund K
Adobe PDF(329Kb) | 收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18 |
