The following pages link to (Q4552656):
Displaying 40 items.
- CONIC CVA AND DVA FOR OPTION PORTFOLIOS (Q5147998) (← links)
- Budget-constrained optimal reinsurance design under coherent risk measures (Q5242227) (← links)
- Representation of concave distortions and applications (Q5242229) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- A remark on law invariant convex risk measures (Q5424506) (← links)
- Distribution-Invariant Risk Measures, Entropy, and Large Deviations (Q5443699) (← links)
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (Q5488981) (← links)
- A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (Q5700136) (← links)
- Measuring dependence in a set of asset returns (Q6054326) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Choquet Regularization for Continuous-Time Reinforcement Learning (Q6073554) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)
- A dynamic analytic method for risk-aware controlled martingale problems (Q6104008) (← links)
- Optimal reinsurance policy under a new distortion risk measure (Q6107604) (← links)
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles (Q6109912) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
- Bounds on Choquet risk measures in finite product spaces with ambiguous marginals (Q6139264) (← links)
- An Integrated Transportation Distance between Kernels and Approximate Dynamic Risk Evaluation in Markov Systems (Q6140989) (← links)
- Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning (Q6143823) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
- Mini-Batch Risk Forms (Q6157997) (← links)
- Assessing the difference between integrated quantiles and integrated cumulative distribution functions (Q6171951) (← links)
- Pairwise counter-monotonicity (Q6171961) (← links)
- Generalized PELVE and applications to risk measures (Q6173891) (← links)
- Generalized optimized certainty equivalent with applications in the rank-dependent utility model (Q6496951) (← links)
- Convex approximations of two-stage risk-averse mixed-integer recourse models (Q6498415) (← links)
- Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models (Q6549617) (← links)
- Range-based risk measures and their applications (Q6569742) (← links)
- Law-invariant return and star-shaped risk measures (Q6573820) (← links)
- Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
- Robust distortion risk measures (Q6641073) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
- Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)
- On the solution uniqueness in portfolio optimization and risk analysis (Q6649933) (← links)
- Stackelberg risk preference design (Q6665396) (← links)
- Multinomial backtesting of distortion risk measures (Q6665595) (← links)
- Estimation and backtesting of risk measures with emphasis on distortion risk measures (Q6670102) (← links)
