Pages that link to "Item:Q3417651"

The following pages link to Convex risk measures and the dynamics of their penalty functions (Q3417651):

Displaying 36 items.

• Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
• CVaR hedging using quantization-based stochastic approximation algorithm (Q2788694) (← links)
• Consistent risk measures and a non-linear extension of backwards martingale convergence (Q2800238) (← links)
• A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
• The dynamics of risk beyond convexity (Q2869431) (← links)
• Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977) (← links)
• RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
• Risk and Utility in the Duality Framework of Convex Analysis (Q3298014) (← links)
• Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
• VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123) (← links)
• Update rules for convex risk measures (Q3605242) (← links)
• CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
• (Q3817431) (← 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)
• MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• Булевозначный подход к анализу условного риска (Q4970110) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← 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)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
• Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
• Spatial Risk Measures: Local Specification and Boundary Risk (Q5374165) (← links)
• Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
• A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
• Risk functionals with convex level sets (Q5855959) (← links)
• (Q5856511) (← links)
• On \(s\)-convexity and risk aversion (Q5953207) (← links)
• Index policy for multiarmed bandit problem with dynamic risk measures (Q6090163) (← links)
• Distorted probability operator for dynamic portfolio optimization in times of socio-economic crisis (Q6090368) (← links)
• Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)
• A market- and time-consistent extension for the EIOPA risk-margin (Q6201515) (← links)
• Conditional indicators (Q6606305) (← links)