Pages that link to "Item:Q6109634"
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The following pages link to Coherent Risk Measures Derived from Utility Functions (Q6109634):
Displaying 6 items.
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures (Q2355881) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- (Q4980610) (← links)
- Zero utility principles coinciding on binary risks (Q6185276) (← links)