Pages that link to "Item:Q1776019"

The following pages link to Vector-valued coherent risk measures (Q1776019):

Displaying 42 items.

• Set-valued risk statistics with scenario analysis (Q2406800) (← links)
• Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
• Consistent risk measures for portfolio vectors (Q2492174) (← links)
• Multivariate reinsurance designs for minimizing an insurer's capital requirement (Q2514614) (← links)
• Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
• Set Optimization—A Rather Short Introduction (Q2805754) (← links)
• Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• Minimum Average Value-at-Risk for Finite Horizon Semi-Markov Decision Processes in Continuous Time (Q3465235) (← links)
• Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
• Conditional risk measures in a bipartite market structure (Q4583596) (← links)
• Multivariate geometric expectiles (Q4583625) (← links)
• Measures of Systemic Risk (Q4607047) (← links)
• Risk measuring under liquidity risk (Q4610215) (← links)
• A consistent estimator to the orthant-based tail value-at-risk (Q4615434) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
• Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
• (Q4980610) (← links)
• Scalar representation and conjugation of set-valued functions (Q4981853) (← links)
• A cost-effective approach to portfolio construction with range-based risk measures (Q4991085) (← links)
• SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
• COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
• Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
• Liquidity, Risk Measures, and Concentration of Measure (Q5219672) (← links)
• CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
• SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• Systemic risk statistics with scenario analysis (Q5866094) (← links)
• MULTIVARIATE DYNAMIC CASH SUB-ADDITIVE RISK MEASURES FOR PROCESSES (Q5866977) (← links)
• A new coherent multivariate average-value-at-risk (Q5880387) (← links)
• Editorial (Q5970705) (← links)
• Coherent Risk Measures Derived from Utility Functions (Q6109634) (← links)
• On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252) (← links)
• A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278) (← links)
• Existence of solutions for polyhedral convex set optimization problems (Q6632223) (← links)
• On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
• Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)