Pages that link to "Item:Q1739050"
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The following pages link to Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050):
Displaying 3 items.
- Spectral utility, Wiener-Hopf techniques, and rational expectations (Q1109666) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (Q1751823) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)