Pages that link to "Item:Q2831005"

The following pages link to Multivariate risk measures: a constructive approach based on selections (Q2831005):

Displaying 39 items.

• Set-valued average value at risk and its computation (Q356482) (← links)
• Multivariate extensions of expectiles risk measures (Q515556) (← links)
• Regulator-based risk statistics for portfolios (Q782118) (← links)
• Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
• Selecting the CP metric: A risk aversion approach (Q1278661) (← links)
• Stein's lemma for truncated elliptical random vectors (Q1640970) (← links)
• Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
• Set-valued loss-based risk measures (Q1670444) (← links)
• Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
• Vector-valued coherent risk measures (Q1776019) (← links)
• Set-valued risk measures for conical market models (Q1938960) (← links)
• Measuring risk with multiple eligible assets (Q2018547) (← links)
• Nonlinear expectations of random sets (Q2022754) (← links)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
• Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
• Risk arbitrage and hedging to acceptability under transaction costs (Q2022757) (← links)
• Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
• Multivariate tail covariance risk measure for generalized skew-elliptical distributions (Q2122044) (← links)
• The location of a minimum variance squared distance functional (Q2155839) (← links)
• Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
• Multivariate risk measures in the non-convex setting (Q2291757) (← links)
• Acceptability indexes for portfolio vectors (Q2298184) (← links)
• On moments of doubly truncated multivariate normal mean-variance mixture distributions with application to multivariate tail conditional expectation (Q2306273) (← links)
• Conditional cores and conditional convex hulls of random sets (Q2320018) (← links)
• A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
• Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
• Set-valued risk statistics with scenario analysis (Q2406800) (← links)
• Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• Measures of Systemic Risk (Q4607047) (← links)
• A supermartingale relation for multivariate risk measures (Q4619535) (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
• SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
• (Q5129396) (← links)
• SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Systemic risk statistics with scenario analysis (Q5866094) (← links)
• A new coherent multivariate average-value-at-risk (Q5880387) (← links)
• Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)