Pages that link to "Item:Q1028536"
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The following pages link to On convex risk measures on \(L^{p}\)-spaces (Q1028536):
Displaying 31 items.
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- A pessimistic bilevel stochastic problem for elastic shape optimization (Q2693640) (← links)
- Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
- Justification of per-unit risk capital allocation in portfolio credit risk models (Q2929379) (← links)
- Real-valued conditional convex risk measures in<i>L</i><sup><i>p</i></sup>(ℱ<i>, R</i>) (Q2997954) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES (Q3393974) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- Mathematical foundation of the replicating portfolio approach (Q4583616) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup> (Q4906528) (← links)
- Булевозначный подход к анализу условного риска (Q4970110) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (Q5009772) (← links)
- COHERENT RISK MEASURE ON L0: NA CONDITION, PRICING AND DUAL REPRESENTATION (Q5061493) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Liquidity, Risk Measures, and Concentration of Measure (Q5219672) (← links)
- Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
- Optimization of Convex Risk Functions (Q5387990) (← links)
- Separability Versus Robustness of Orlicz Spaces: Financial and Economic Perspectives (Q5872882) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- On \(s\)-convexity and risk aversion (Q5953207) (← links)
- Derivatives risks as costs in a one-period network model (Q6078119) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- First order asymptotics of the sample average approximation method to solve risk averse stochastic programs (Q6634525) (← links)
- Insurance-finance arbitrage (Q6641072) (← links)