Pages that link to "Item:Q5402792"
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The following pages link to Complete duality for quasiconvex dynamic risk measures on modules of the <i>L</i> <sup> <i>p</i> </sup>-type (Q5402792):
Displaying 14 items.
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras (Q739511) (← links)
- Measures and integrals in conditional set theory (Q1711095) (← links)
- A characterization of the vector lattice of measurable functions (Q2149594) (← links)
- Parameter-dependent stochastic optimal control in finite discrete time (Q2194133) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Булевозначный подход к анализу условного риска (Q4970110) (← links)
- <i>L</i><sup>0</sup>-convex compactness and its applications to random convex optimization and random variational inequalities (Q4999741) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
- The algebra of conditional sets and the concepts of conditional topology and compactness (Q5962573) (← links)
- Duality and stable compactness in Orlicz-type modules (Q6144645) (← links)
- Risk-hedging a European option with a convex risk measure and without no-arbitrage condition (Q6162784) (← links)