The following pages link to (Q4552656):
Displaying 50 items.
- Martingale characterizations of risk-averse stochastic optimization problems (Q2189445) (← links)
- Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
- Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
- Aggregation of opinions and risk measures (Q2231390) (← links)
- Minimizing spectral risk measures applied to Markov decision processes (Q2238755) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- Polyhedral coherent risk measures and optimal portfolios on the reward-risk ratio (Q2263343) (← links)
- Shape-restricted inference for Lorenz curves using duality theory (Q2267621) (← links)
- The strictest common relaxation of a family of risk measures (Q2276204) (← links)
- Stochastic comparisons of distorted variability measures (Q2276253) (← links)
- A generalization of the Aumann-Shapley value for risk capital allocation problems (Q2282512) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Mackey constraints for James's compactness theorem and risk measures (Q2302916) (← links)
- Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- Contagion-based distortion risk measures (Q2345103) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- On optimal reinsurance policy with distortion risk measures and premiums (Q2347098) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- On aggregation sets and lower-convex sets (Q2350046) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- A quantitative comparison of risk measures (Q2400017) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Excess based allocation of risk capital (Q2427804) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Dilatation monotone risk measures are law invariant (Q2463717) (← links)
- Coherent and convex monetary risk measures for unbounded càdlàg processes. (Q2488485) (← links)
- Subdifferential representations of risk measures (Q2502205) (← links)
- Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- On the link between monetary and star-shaped risk measures (Q2667599) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Two sided efficient frontiers at multiple time horizons (Q2675244) (← links)
- Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
