Pages that link to "Item:Q5936314"

The following pages link to Coherent risk measures and good-deal bounds (Q5936314):

Displaying 21 items.

• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
• Risk Measures and Robust Optimization Problems (Q3424149) (← links)
• DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
• COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
• Capital requirements, acceptable risks and profits (Q3650960) (← links)
• Quasi–Monte Carlo integration over $\mathbb {R}^d$ (Q4452163) (← links)
• Duality Formulas for Robust Pricing and Hedging in Discrete Time (Q4607049) (← links)
• TENOR SPECIFIC PRICING (Q4649506) (← links)
• COHERENT PORTFOLIO SEPARATION — INHERENT SYSTEMIC RISK? (Q4662053) (← links)
• SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (Q4906520) (← links)
• DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
• Equal risk pricing and hedging of financial derivatives with convex risk measures (Q5068070) (← links)
• OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM‐RISK‐OPTIMAL MARTINGALE MEASURES (Q5459961) (← links)
• OPTIMAL INVESTMENT AND CONTINGENT CLAIM VALUATION WITH EXPONENTIAL DISUTILITY UNDER PROPORTIONAL TRANSACTION COSTS (Q5866972) (← links)
• Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
• Coherent Risk Measures Derived from Utility Functions (Q6109634) (← links)
• Robustness of Delta Hedging in a Jump-Diffusion Model (Q6109913) (← links)
• Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
• Non-asymptotic bounds for the \(\ell_{\infty}\) estimator in linear regression with uniform noise (Q6178575) (← links)
• Risk measures beyond frictionless markets (Q6557369) (← links)