Pages that link to "Item:Q2480233"
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The following pages link to Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233):
Displaying 50 items.
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- Structure of risk-averse multistage stochastic programs (Q2516634) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- Measuring risk for income streams (Q2574064) (← links)
- Convex risk measures for portfolio optimization and concepts of flexibility (Q2576735) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- Coherent measures of risk (Q2757301) (← links)
- Time-consistent decisions and temporal decomposition of coherent risk functionals (Q2806826) (← links)
- Computational methods for risk-averse undiscounted transient Markov models (Q2875608) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Polyhedral risk measures in electricity portfolio optimization (Q2954559) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- Risk Aversion in Two-Stage Stochastic Integer Programming (Q3001274) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Risk Measures and Efficient use of Capital (Q3067085) (← links)
- MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (Q3086253) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- (Q3299448) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- Stability of multistage stochastic programs incorporating polyhedral risk measures (Q3498594) (← links)
- Risk-adjusted value allocation for (non-traded) assets with performance ratios (Q3518391) (← links)
- Update rules for convex risk measures (Q3605242) (← links)
- CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
- CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923) (← links)
- Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Tail VaR Measures in a Multi-period Setting (Q4586032) (← links)
- Sensitivity Analysis in Applications with Deviation, Risk, Regret, and Error Measures (Q4602342) (← links)
- Stochastic Equilibrium Models for Generation Capacity Expansion (Q4613826) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
- Understanding option prices (Q4647596) (← links)
- BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM (Q4906533) (← links)
- Булевозначный подход к анализу условного риска (Q4970110) (← links)
- VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) (← links)
- (Q4998920) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- The minimum mean square estimator of integrable variables under sublinear operators (Q5086492) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)