Pages that link to "Item:Q2993292"

The following pages link to Extremal spectral risk measures and their applications in financial risk management (Q2993292):

Displaying 7 items.

• Spectral risk measure of holding stocks in the long run (Q827272) (← links)
• Optimization problem of insurance investment based on spectral risk measure and RAROC criterion (Q1721738) (← links)
• Spectral risk measures: the risk quadrangle and optimal approximation (Q1739050) (← links)
• Tail nonlinearly transformed risk measure and its application (Q1929949) (← links)
• Capital asset pricing model under distribution uncertainty (Q2165778) (← links)
• The equity risk posed by the too-big-to-fail banks: a Foster-Hart estimation (Q2399305) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)