Pages that link to "Item:Q367373"
From MaRDI portal
The following pages link to Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373):
Displaying 14 items.
- Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Dynamic quasi concave performance measures (Q478133) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- Acceptability maximization (Q2170297) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)