Pages that link to "Item:Q5377000"
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The following pages link to SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000):
Displaying 14 items.
- Set-valued average value at risk and its computation (Q356482) (← links)
- Law-invariant risk measures: extension properties and qualitative robustness (Q490344) (← links)
- Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices (Q740836) (← links)
- Set optimization of set-valued risk measures (Q828851) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Duality for Set-Valued Measures of Risk (Q3402360) (← links)
- Law invariant convex risk measures for portfolio vectors (Q3417652) (← links)
- (Q4552656) (← links)