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Risk-Averse Learning by Temporal Difference Methods with Markov Risk Measures

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Stability and Sample-based Approximations of Composite Stochastic Optimization Problems

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Dynamic acceptability indices generated by distortion functions

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Markov decision processes with Kusuoka-type conditional risk mappings

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Risk averse and distributionally robust modeling of multistage stochastic programs

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On the benefits of risk sharing

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New perspective to capital allocation rules in a dynamic setting

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Market Making and Derivative Pricing via Dynamic Conic Finance

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