Pages that link to "Item:Q5936314"
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The following pages link to Coherent risk measures and good-deal bounds (Q5936314):
Displaying 50 items.
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Coherent risk measures in general economic models and price bubbles (Q386059) (← links)
- A two price theory of financial equilibrium with risk management implications (Q470603) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Relevant coherent measures of risk (Q855375) (← links)
- Risk measure pricing and hedging in the presence of transaction costs (Q874350) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- A general framework for the derivation of asset price bounds: An application to stochastic volatility option models (Q1039658) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Market consistent valuations with financial imperfection (Q1640175) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Dual representation of superhedging costs in illiquid markets (Q1938969) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Structured products equilibria in conic two price markets (Q1938974) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Performance measurement with expectiles (Q2145704) (← links)
- What if we increase the number of objectives? Theoretical and empirical implications for many-objective combinatorial optimization (Q2147143) (← links)
- Optimal investment and contingent claim valuation in illiquid markets (Q2255004) (← links)
- Minimum type functions, plus-cogauges, and applications (Q2260689) (← links)
- Relevant mappings (Q2268072) (← links)
- Risk measures in ordered normed linear spaces with non-empty cone-interior (Q2276210) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Financial risk measurement with imprecise probabilities (Q2379328) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- Computing strategies for achieving acceptability: a Monte Carlo approach (Q2464857) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- Subdifferential representations of risk measures (Q2502205) (← links)
- Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
- Convex risk measures for good deal bounds (Q2875725) (← links)
- GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS (Q2976129) (← links)
- On One Limit Relation for Coherent Risk Measures (Q2998885) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
