Pages that link to "Item:Q2400017"
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The following pages link to A quantitative comparison of risk measures (Q2400017):
Displaying 28 items.
- Comparison of risks based on the expected proportional shortfall (Q153955) (← links)
- Multi-stakeholder decision theory (Q1622055) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Blocks of coordinates, stochastic programming, and markets (Q1722745) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Stability properties of Haezendonck-Goovaerts premium principles (Q2212143) (← links)
- On tight bounds for function approximation error in risk-sensitive reinforcement learning (Q2243003) (← links)
- The strong Fatou property of risk measures (Q2283647) (← links)
- Can commodities dominate stock and bond portfolios? (Q2288932) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- Measuring and comparing risks of different types (Q2670105) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- (Q2888094) (← links)
- A Standard Measure of Risk and Risk-Value Models (Q4361488) (← links)
- Basic Geometric Dispersion Theory of Decision Making Under Risk: Asymmetric Risk Relativity, New Predictions of Empirical Behaviors, and Risk Triad (Q4991779) (← links)
- Quantification of risk in classical models of finance (Q5068069) (← links)
- (Q5158544) (← links)
- Risk-Averse Models in Bilevel Stochastic Linear Programming (Q5215518) (← links)
- Risk Measurement (Q5226405) (← links)
- Comparison of individual risk models (Q5938025) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)
- Connection between higher order measures of risk and stochastic dominance (Q6612242) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
- Stackelberg risk preference design (Q6665396) (← links)