Pages that link to "Item:Q2453932"
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The following pages link to Coherent and convex risk measures for portfolios with applications (Q2453932):
Displaying 35 items.
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Expected utility theory, optimal portfolios, and polyhedral coherent risk measures (Q891103) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Vector-valued coherent risk measures (Q1776019) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Multivariate risk measures in the non-convex setting (Q2291757) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Consistent risk measures for portfolio vectors (Q2492174) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Multivariate risk measures: a constructive approach based on selections (Q2831005) (← links)
- (Q3014577) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- (Q4980610) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← 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)
- MULTIVARIATE DYNAMIC CASH SUB-ADDITIVE RISK MEASURES FOR PROCESSES (Q5866977) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Scalar and Vector Risk in the General Framework of Portfolio Theory (Q6079553) (← links)
- Coherent Risk Measures Derived from Utility Functions (Q6109634) (← links)
