Pages that link to "Item:Q5403883"
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The following pages link to DYNAMIC RISK MEASURES AND G-EXPECTATION (Q5403883):
Displaying 8 items.
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Dynamic risk measures under model uncertainty (Q2511475) (← links)
- (Q4679086) (← links)
- DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY (Q5488981) (← links)