0377917 20240103201011.220120815235959.9 000307520000020 5 s. C cav_un_epca*0377684978-80-225-3426-0115-119BratislavaVydavatelstvo EKONÓM2012ReiffMarian Static stochastic optimization problems linear and nonlinear dependence thin and heavz tails cav_un_auth*0101122 Kaňková Vlasta Ekonometrie Department of Econometrics E E UTIA-B Department of Econometrics Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2012/E/kankova-risk measures via heavy tails.pdf GAP402/10/0956 GA ČR cav_un_auth*0263482 GAP402/11/0150 GA ČR cav_un_auth*0273629 GAP402/10/1610 GA ČR cav_un_auth*0263483 Economic and financial activities are often influenced simultaneously by a decision parameter and a randon factor. Since mostly it is necessary to determine the decision parameter without knowledge of a random element realization, deterministic optimization problems depending on a probability measure correspond often to such situations. In aplications very often the problem has to be solved on the data basis. Great effort has been paid to investigate properties of these (empirical) estimates; mostly under assumptions of ``thin" tails and a linear dependence on the probability measure. The aim of the contribution is to focus on the cases when these assumptions are not fulfilled. This happens usually in economic and financial applications. cav_un_auth*0281871 Quantitative Methods in Economics (Multiple Criteria Decision Making XVI) Bratislava 30.05.2012-01.06.2012 SK 2013 BB 1 PR UTIA-B AH RVO:67985556 http://hdl.handle.net/11104/0209939 2012 000307520000020 WOS cav_un_epca*0377684 Quantitative Methods in Economics (Multiple Criteria Decision Making XVI) 978-80-225-3426-0 115 119 Quantitative Methods in Economics (Multiple Criteria Decision Making XVI) Bratislava Vydavatelstvo EKONÓM 2012 Reiff Marian 340