Pages that link to "Item:Q2488503"
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The following pages link to Robust representation of convex risk measures by probability measures (Q2488503):
Displaying 14 items.
- Dual representation of convex sets of probability measures on totally bounded spaces (Q259811) (← links)
- On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence (Q530382) (← links)
- Probability inequalities for decomposition integrals (Q729867) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Choquet calculus using operational matrices (Q2004719) (← links)
- Tight bounds for a class of data-driven distributionally robust risk measures (Q2115129) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Computationally tractable counterparts of distributionally robust constraints on risk measures (Q2832107) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- (Q4679086) (← links)
- Representation and approximation of convex dynamic risk measures with respect to strong–weak topologies (Q5355177) (← links)
- Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)
