Pages that link to "Item:Q2299390"
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The following pages link to Dual representations for systemic risk measures (Q2299390):
Displaying 19 items.
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Scaling the twin peaks: systemic risk and dual regulation (Q1741764) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Short Communication: Robust Market-Adjusted Systemic Risk Measures (Q5162851) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Optimal network compression (Q6106794) (← links)
- Set-valued backward stochastic differential equations (Q6187467) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
- Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)
