Pages that link to "Item:Q1746035"
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The following pages link to Coherent and convex loss-based risk measures for portfolio vectors (Q1746035):
Displaying 14 items.
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Consistent risk measures for portfolio vectors (Q2492174) (← links)
- Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
- Loss-based risk measures (Q2841418) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- A new class of coherent risk measures based on <i>p</i>‐norms and their applications (Q5430335) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- Scalar and Vector Risk in the General Framework of Portfolio Theory (Q6079553) (← links)