The following pages link to Coherent measures of risk (Q2757301):
Displaying 50 items.
- The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Asymptotic theory for the empirical Haezendonck-Goovaerts risk measure (Q743144) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Weak topologies for modules over rings of bounded random variables (Q743200) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark (Q744251) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- A smoothing sample average approximation method for stochastic optimization problems with CVaR risk measure (Q763404) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Multi-objective robust cross-market mixed portfolio optimization under hierarchical risk integration (Q781087) (← links)
- Tail value-at-risk in uncertain random environment (Q781311) (← links)
- Stable portfolio selection strategy for mean-variance-CVaR model under high-dimensional scenarios (Q783138) (← links)
- Moments of truncated scale mixtures of skew-normal distributions (Q783269) (← links)
- Distributionally robust inference for extreme value-at-risk (Q784395) (← links)
- Multivariate risk measures based on conditional expectation and systemic risk for exponential dispersion models (Q784433) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Characterizing optimal allocations in quantile-based risk sharing (Q784448) (← links)
- Prevention efforts, insurance demand and price incentives under coherent risk measures (Q784461) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- Learning models with uniform performance via distributionally robust optimization (Q820804) (← links)
- Central limit theorems for sub-linear expectation under the Lindeberg condition (Q824885) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- The standard formula of Solvency II: a critical discussion (Q825282) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- Conditional marginal expected shortfall (Q826003) (← links)
- The conditional Haezendonck-Goovaerts risk measure (Q826720) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- Multi-stage emissions management of a steel company (Q827145) (← links)
- The distortion principle for insurance pricing: properties, identification and robustness (Q827147) (← links)
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure (Q829335) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Stable allocations of risk (Q834873) (← links)
- Properties of distortion risk measures (Q835686) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- Active portfolio management with benchmarking: adding a value-at-risk constraint (Q844612) (← links)
- Generating scenario trees: a parallel integrated simulation-optimization approach (Q847184) (← links)
- On the conditional value-at-risk probability-dependent utility function (Q849311) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- Applying the benchmarking procedure: A decision criterion of choice under risk (Q850478) (← links)
