Pages that link to "Item:Q3502123"
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The following pages link to VALUATIONS AND DYNAMIC CONVEX RISK MEASURES (Q3502123):
Displaying 50 items.
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Tractable valuations under uncertainty (Q498758) (← links)
- Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion (Q518137) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- The dynamics of risk beyond convexity (Q2869431) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
- Risk Measures and Asset Pricing Models with New Versions of Wang Transform (Q2950564) (← links)
- Randomized stopping times and coherent multiperiod risk measures (Q3017918) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (Q3086253) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET (Q3094324) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
- An axiomatic approach to the valuation of cash flows (Q4576835) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- SOCIAL DISCOUNTING AND THE LONG RATE OF INTEREST (Q4635043) (← links)
- Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
