Pages that link to "Item:Q3417651"
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The following pages link to Convex risk measures and the dynamics of their penalty functions (Q3417651):
Displaying 50 items.
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Convex risk measures: a selection of properties and its applications (Q740950) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Separation and duality in locally \(L^0\)-convex modules (Q1028318) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Dynamically consistent preferences under imprecise probabilistic information (Q1633667) (← links)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Convexity and sublinearity of \(g\)-expectations (Q2170234) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Conditional submodular Choquet expected values and conditional coherent risk measures (Q2302766) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Deviations and asymptotic behavior of convex and coherent entropic risk measures for compound Poisson process influenced by jump times (Q2407766) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
- Conditional and dynamic convex risk measures (Q2488496) (← links)
