Pages that link to "Item:Q865612"
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The following pages link to Coherent risk measure, equilibrium and equilibrium pricing (Q865612):
Displaying 9 items.
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- Choquet pricing and equilibrium. (Q1413404) (← links)
- Dynamic coherent acceptability indices and their applications to finance (Q2875722) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- COHERENT RISK MEASURES FOR DERIVATIVES UNDER BLACK–SCHOLES ECONOMY (Q3523604) (← links)
- OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES (Q3576951) (← links)
- Compatibility between pricing rules and risk measures: The CCVaR (Q5852466) (← links)
- Coherent Risk Measures Derived from Utility Functions (Q6109634) (← links)
- Optimal Risk Sharing for Maxmin Choquet Expected Utility Model (Q6489816) (← links)