The following pages link to (Q3526970):
Displaying 50 items.
- Risk measures with the CxLS property (Q287670) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- On a class of law invariant convex risk measures (Q483720) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Law-invariant risk measures: extension properties and qualitative robustness (Q490344) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Optimal risk sharing with different reference probabilities (Q1023105) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- Maximization of AUC and buffered AUC in binary classification (Q1739053) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- A note on convex risk statistic (Q1939712) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach (Q2149552) (← links)
- On the use of the terminal-value approach in risk-value models (Q2151650) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← 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 composition between risk and deviation measures (Q2288942) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Statistical estimation of composite risk functionals and risk optimization problems (Q2409393) (← links)
- Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
- Optimal risk sharing with non-monotone monetary functionals (Q2463715) (← links)
- Dilatation monotone risk measures are law invariant (Q2463717) (← links)
- On the link between monetary and star-shaped risk measures (Q2667599) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- Risk measures on \(\mathcal{P}(\mathbb R)\) and value at risk with probability/loss function (Q2875724) (← links)
- CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
