Pages that link to "Item:Q4958558"
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The following pages link to A Theory for Measures of Tail Risk (Q4958558):
Displaying 20 items.
- A tail-revisited Markowitz mean-variance approach and a portfolio network centrality (Q2090116) (← links)
- Fractional stochastic dominance in rank-dependent utility and cumulative prospect theory (Q2101434) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Risk aggregation under dependence uncertainty and an order constraint (Q2670114) (← links)
- NEYMAN-PEARSON THEORY AND ITS APPLICATION TO SHORTFALL RISK IN FINANCE (Q4916592) (← links)
- (Q4996487) (← links)
- Distributional Transforms, Probability Distortions, and Their Applications (Q5026448) (← links)
- EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES (Q5045343) (← links)
- Risk-Sharing and Contingent Premia in the Presence of Systematic Risk: The Case Study of the UK COVID-19 Economic Losses (Q5051108) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles (Q6109912) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
- Tail variance allocation, Shapley value, and the majorization problem (Q6198966) (← links)
- Adjusted higher-order expected shortfall (Q6199662) (← links)
- Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values (Q6201852) (← links)
- Calibrating Distribution Models from PELVE (Q6583013) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
- Distortion risk measures: prudence, coherence, and the expected shortfall (Q6641087) (← links)
