Pages that link to "Item:Q2412393"
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The following pages link to On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393):
Displaying 20 items.
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- Consistent modeling of risk averse behavior with spectral risk measures: Wächter/Mazzoni revisited (Q1751823) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- High dimensional Markovian trading of a single stock (Q2085831) (← links)
- Measure distorted arrival rate risks and their rewards (Q2296098) (← links)
- Zero covariation returns (Q2296115) (← links)
- Nonlinear equity valuation using conic finance and its regulatory implications (Q2633451) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- Instantaneous portfolio theory (Q4554500) (← links)
- EQUILIBRIUM ASSET RETURNS IN FINANCIAL MARKETS (Q4631695) (← links)
- Exposure valuations and their capital requirements (Q6078123) (← links)
- A LÉVY-DRIVEN ORNSTEIN–UHLENBECK PROCESS FOR THE VALUATION OF CREDIT INDEX SWAPTIONS (Q6119775) (← links)
- Option returns (Q6134137) (← links)
- Random distortion risk measures (Q6543148) (← links)
- Financial finance (Q6644194) (← links)
