The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- Large-sample confidence intervals for risk measures of location-scale families (Q419329) (← links)
- R\&D pipeline management: task interdependencies and risk management (Q420877) (← links)
- Gas storage valuation applying numerically constructed recombining trees (Q421730) (← links)
- Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
- Data envelopment analysis models of investment funds (Q421799) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- VaR optimal portfolio with transaction costs (Q427038) (← links)
- Capital rationing problems under uncertainty and risk (Q429488) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Parametric multi-attribute utility functions for optimal profit under risk constraints (Q430155) (← links)
- Money matters: an axiomatic theory of the endowment effect (Q431229) (← links)
- Asymptotically efficient estimation of the conditional expected shortfall (Q433233) (← links)
- Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
- The value of rolling-horizon policies for risk-averse hydro-thermal planning (Q439342) (← links)
- Scenario-based portfolio selection of investment projects with incomplete probability and utility information (Q439347) (← links)
- Minimizing loss probability bounds for portfolio selection (Q439383) (← links)
- Dynamic sampling algorithms for multi-stage stochastic programs with risk aversion (Q439530) (← links)
- CVaR-constrained stochastic programming reformulation for stochastic nonlinear complementarity problems (Q457217) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Large deviations estimation of the windfall and shortfall probabilities for optimal diversified portfolios (Q470428) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- On the necessity of five risk measures (Q470608) (← links)
- Risk classes for structured products: mathematical aspects and their implications on behavioral investors (Q470656) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Independence under the \(G\)-expectation framework (Q471533) (← links)
- Risk-parameter estimation in volatility models (Q473360) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
- The relations among the three kinds of conditional risk measures (Q477159) (← links)
- A primal-dual aggregation algorithm for minimizing conditional value-at-risk in linear programs (Q480938) (← links)
- Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? (Q481380) (← links)
- Normex, a new method for evaluating the distribution of aggregated heavy tailed risks (Q482083) (← links)
- On a class of law invariant convex risk measures (Q483720) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Random variables, monotone relations, and convex analysis (Q484142) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Distributionally robust multi-item newsvendor problems with multimodal demand distributions (Q494311) (← links)
- On two families of bivariate distributions with exponential marginals: aggregation and capital allocation (Q495473) (← links)
- Distributional bounds for portfolio risk with tail dependence (Q496974) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Uses and computation of imprecise probabilities from statistical data and expert arguments (Q505254) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Diversification, protection of liability holders and regulatory arbitrage (Q506381) (← links)
- Generalised mean-risk preferences (Q508379) (← links)
