Pages that link to "Item:Q1657812"
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The following pages link to On coherent risk measures induced by convex risk measures (Q1657812):
Displaying 9 items.
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Entropic risk measures and their comparative statics in portfolio selection: coherence vs. convexity (Q1681531) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- On One Limit Relation for Coherent Risk Measures (Q2998885) (← links)
- (Q3014577) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- (Q4552656) (← links)
- A new class of coherent risk measures based on <i>p</i>‐norms and their applications (Q5430335) (← links)