The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
- Risk preference modeling with conditional average: An application to portfolio optimization (Q1026538) (← links)
- Optimal pension fund management under multi-period risk minimization (Q1026572) (← links)
- Estimating allocations for value-at-risk portfolio optimization (Q1028529) (← links)
- Optimization strategies in credit portfolio management (Q1029683) (← links)
- Uniform limit theorems for functions of order statistics (Q1030160) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Auto-static for the people: risk-minimizing hedges of barrier options (Q1037576) (← links)
- On the continuity of the concave integral (Q1037945) (← links)
- Risk optimization with \(p\)-order conic constraints: a linear programming approach (Q1038319) (← links)
- Models and simulations for portfolio rebalancing (Q1038764) (← links)
- Value-at-risk via mixture distributions reconsidered (Q1039677) (← links)
- Optimal bespoke CDO design via NSGA-II (Q1040049) (← links)
- The minimal sublinear expectations and their related properties (Q1041533) (← links)
- Single and multi-period optimal inventory control models with risk-averse constraints (Q1042159) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- The newsboy problem when customer demand is a compound renewal process (Q1043342) (← links)
- A practical approach for robust and flexible vehicle routing using metaheuristics and Monte Carlo sampling (Q1043366) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Optimal investment strategies and risk measures in defined contribution pension schemes. (Q1394964) (← links)
- Exact functionals and their core (Q1402921) (← links)
- The practice of Delta--Gamma VaR: Implementing the quadratic portfolio model. (Q1406488) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Structuration optimale de produits financiers et diversification en présence de sources de risque non-négociables. (Optimal design of financial derivatives) (Q1408118) (← links)
- On the worst conditional expectation. (Q1413175) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Short-term risk management using stochastic Taylor expansions under Lévy models (Q1413347) (← links)
- Insurance premia consistent with the market. (Q1413357) (← links)
- Risk capital allocation by coherent risk measures based on one-sided moments. (Q1413388) (← links)
- Wang's capital allocation formula for elliptically contoured distributions. (Q1423336) (← links)
- Risk capital allocation and cooperative pricing of insurance liabilities. (Q1423356) (← links)
- Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data (Q1424662) (← links)
- Risk measures and return performance: a critical approach. (Q1427540) (← links)
- The computation of the worst conditional expectation. (Q1427561) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Economic implications of using a mean-VaR model for portfolio selection: a comparison with mean-variance analysis. (Q1605418) (← links)
- \textit{Ex-ante} real estate value at risk calculation method (Q1615788) (← links)
- Measurement errors in stock markets (Q1615793) (← links)
- The impact of insurance premium taxation (Q1616053) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- Variance allocation and Shapley value (Q1617328) (← links)
- Stochastic dominance with imprecise information (Q1621368) (← links)
- Optimizing conditional value-at-risk in dynamic pricing (Q1621836) (← links)
- Robust risk budgeting (Q1621907) (← links)
- How risky is the optimal portfolio which maximizes the Sharpe ratio? (Q1622090) (← links)
- The average risk sharing problem under risk measure and expected utility theory (Q1622526) (← links)
- Modeling time-dependent randomness in stochastic dual dynamic programming (Q1622820) (← links)
