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Cited article:

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Portfolio Optimization with Quasiconvex Risk Measures

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Existence of Minimizers for NonLevel Convex Supremal Functionals

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SIAM Journal on Control and Optimization 52 (5) 3341 (2014)
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RISK MEASURES ON AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION

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Mathematical Finance 24 (3) 442 (2014)
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The Best Gain-Loss Ratio is a Poor Performance Measure

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Pareto Optimal Allocations and Optimal Risk Sharing for Quasiconvex Risk Measures

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Dual Representation of Quasi-convex Conditional Maps

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Generalized Convexity and Generalized Monotonicity

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Ill-posed Variational Problems and Regularization Techniques

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