Pages that link to "Item:Q5488981"
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The following pages link to DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (Q5488981):
Displaying 50 items.
- A joint quantile and expected shortfall regression framework (Q62993) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Relative bound and asymptotic comparison of expectile with respect to expected shortfall (Q784463) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Information and dynamic coherent risk measures (Q995406) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Portfolio selection with transaction costs under expected shortfall constraints (Q1031948) (← links)
- Large deviations for risk measures in finite mixture models (Q1641144) (← links)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Time consistent multi-period worst-case risk measure in robust portfolio selection (Q1655925) (← links)
- Optimal expected utility risk measures (Q1688731) (← links)
- Robust return risk measures (Q1702877) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- Distributionally robust shortfall risk optimization model and its approximation (Q1739046) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Liquidity-adjusted risk measures (Q1938958) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Generalized quantiles as risk measures (Q2015471) (← links)
- Elicitability and identifiability of set-valued measures of systemic risk (Q2022759) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Measurability of functionals and of ideal point forecasts (Q2084467) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Risks in emerging markets equities: time-varying versus spatial risk analysis (Q2137671) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Markov decision processes with recursive risk measures (Q2242350) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Is the inf-convolution of law-invariant preferences law-invariant? (Q2306099) (← links)
- Backtesting VaR and expectiles with realized scores (Q2324292) (← links)
- Why scoring functions cannot assess tail properties (Q2326990) (← links)
- Elicitable distortion risk measures: a concise proof (Q2348333) (← links)
- Excess invariance and shortfall risk measures (Q2376732) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
