Pages that link to "Item:Q5109985"
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The following pages link to Existence, uniqueness, and stability of optimal payoffs of eligible assets (Q5109985):
Displaying 15 items.
- Capital requirements with defaultable securities (Q743142) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- ON THE DISTRIBUTION OF THE EXCEDENTS OF FUNDS WITH ASSETS AND LIABILITIES IN PRESENCE OF SOLVENCY AND RECOVERY REQUIREMENTS (Q4562947) (← links)
- EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION (Q4650604) (← links)
- Optimal payoffs for directionally closed acceptance sets (Q5052579) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Inf-Convolution, Optimal Allocations, and Model Uncertainty for Tail Risk Measures (Q5868966) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
- Risk measures beyond frictionless markets (Q6557369) (← links)