2 citations · 2 across the 15 of their papers we have counts for
Showing 2023Show all
2 papers · 1 filter
math.OC2023
On Risk Evaluation and Control of Distributed Multi-Agent Systems
Aray Almen, Darinka Dentcheva
In this paper, we deal with risk evaluation and risk-averse optimization of complex distributed systems with general risk functionals. We postulate a novel set of axioms for the fu…
q-fin.MF2023
An Axiomatic Risk-Reward Framework for Sustainable Investing
Gabriele Torri, Rosella Giacometti, Darinka Dentcheva +2
Continued interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environ…