Pages that link to "Item:Q2230765"
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The following pages link to Risk management with expected shortfall (Q2230765):
Displaying 11 items.
- Expected shortfall: heuristics and certificates (Q1754277) (← links)
- Risk measures induced by efficient insurance contracts (Q2670123) (← links)
- Managing risk with expected shortfall (Q2724701) (← links)
- Multi-period exponentially weighted-expected shortfall (Q3175215) (← links)
- The optimal payoff for a Yaari investor (Q5041665) (← links)
- Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
- Multi-Period Mean Expected-Shortfall Strategies: ‘Cut Your Losses and Ride Your Gains’ (Q6112770) (← links)
- Non-concave portfolio optimization with average value-at-risk (Q6113171) (← links)
- Risk measurement by G-expected shortfall (Q6484311) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
- On the equivalence between value-at-risk- and expected shortfall-based risk measures in non-concave optimization (Q6573817) (← links)