The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Risk induced resource dependency in capacity investments (Q322587) (← links)
- Portfolio optimization under loss aversion (Q322671) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Electricity retail contracting under risk-aversion (Q322785) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- An investigation of model risk in a market with jumps and stochastic volatility (Q323232) (← links)
- Bregman superquantiles. Estimation methods and applications (Q325014) (← links)
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- An SDP approach for multiperiod mixed 0-1 linear programming models with stochastic dominance constraints for risk management (Q337504) (← links)
- Vector-valued tail value-at-risk and capital allocation (Q340111) (← links)
- Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach (Q342374) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Evaluation of mutual funds using multi-dimensional information (Q352005) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Rejoinder on: Multicriteria decision systems for financial problems (Q356511) (← links)
- Control of investment portfolio based on complex quantile risk measures (Q356993) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- The optimal asset and liability portfolio for a financial institution with multiple lines of businesses (Q362038) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Optimal risk transfers in insurance groups (Q362045) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
- Monte Carlo methods for mean-risk optimization and portfolio selection (Q373169) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- On the generalized risk measures (Q377908) (← links)
- Asymptotic behavior of the estimated weights and of the estimated performance measures of the minimum VaR and the minimum CVaR optimal portfolios for dependent data (Q378919) (← links)
- Coherent risk measures in general economic models and price bubbles (Q386059) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Likelihood decision functions (Q391837) (← links)
- Iterative estimation maximization for stochastic linear programs with conditional value-at-risk constraints (Q395689) (← links)
- The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance (Q398802) (← links)
- Modelling operational risk losses with graphical models and copula functions (Q398811) (← links)
- Bayesian copulae distributions, with application to operational risk management (Q398812) (← links)
- Minimizing conditional-value-at-risk for stochastic scheduling problems (Q398891) (← links)
- Riskiness for sets of gambles (Q403706) (← links)
- On risk-averse maximum weighted subgraph problems (Q405680) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- Sample-path large deviations in credit risk (Q410789) (← links)
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- Practical implications of higher moments in risk management (Q413990) (← links)
- Multivariate stress scenarios and solvency (Q414588) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
