The following pages link to (Q4552656):
Displaying 50 items.
- On approximating law-invariant comonotonic coherent risk measures (Q2866016) (← links)
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function (Q2875724) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- On One Limit Relation for Coherent Risk Measures (Q2998885) (← links)
- Portfolio Optimization with Risk Control by Stochastic Dominance Constraints (Q3001275) (← links)
- Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (Q3104431) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES (Q3393974) (← links)
- Some properties of distortion risk measures (Q3400021) (← links)
- Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals (Q3417649) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Subgradients of law-invariant convex risk measures on L1 (Q3576393) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- From isotonic Banach functionals to coherent risk measures (Q4548960) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- RISK REDISTRIBUTION GAMES WITH DUAL UTILITIES (Q4563795) (← links)
- RISK SHARING WITH EXPECTED AND DUAL UTILITIES (Q4563798) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030) (← links)
- Worst-Case Range Value-at-Risk with Partial Information (Q4635247) (← links)
- A Central Limit Theorem and Hypotheses Testing for Risk-averse Stochastic Programs (Q4641663) (← links)
- Option overlay strategies (Q4683071) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- TERES: Tail Event Risk Expectile Shortfall (Q4991087) (← links)
- Regulatory arbitrage of risk measures (Q5001133) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Performance ratio-based coherent risk measure and its application (Q5001164) (← links)
- Coherent Distortion Risk Measures and Higher-Order Stochastic Dominances (Q5019725) (← links)
- Preference robust models in multivariate utility-based shortfall risk minimization (Q5038439) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Refinements of Kusuoka representations on <i>L</i><sup>∞</sup> (Q5044104) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Computing Sensitivities for Distortion Risk Measures (Q5084612) (← links)
- Distributionally Robust Optimization Under a Decision-Dependent Ambiguity Set with Applications to Machine Scheduling and Humanitarian Logistics (Q5085987) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Technical Note—Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization (Q5131536) (← links)
- Risk Averse Shortest Paths: A Computational Study (Q5136079) (← links)
- Robust Spectral Risk Optimization When Information on Risk Spectrum Is Incomplete (Q5139835) (← links)
- DISTORTION RISKMETRICS ON GENERAL SPACES (Q5140082) (← links)
- RISK MEASURES DERIVED FROM A REGULATOR’S PERSPECTIVE ON THE REGULATORY CAPITAL REQUIREMENTS FOR INSURERS (Q5140089) (← links)
