Recent progress in random metric theory and its applications to conditional risk measures (Q547405): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Dynamic monetary risk measures for bounded discrete-time processes
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+Dual characterization of properties of risk measures on Orlicz hearts
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+Coherent risk measures
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+Q4550909
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+Conditional and dynamic convex risk measures
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+Q3254057
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+Separation and duality in locally \(L^0\)-convex modules
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+Approaches to Conditional Risk
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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+Convex risk measures and the dynamics of their penalty functions
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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time
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+Extension theorems of continuous random linear operators on random domains
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+Radon-Nikodým property of conjugate Banach spaces and \(w^*\)-equivalence theorems of \(w^*-\mu\)-measurable functions
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+Representation theorems of the dual of Lebesgue-Bochner function spaces
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+Q2744443
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+Q2779112
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+Several applications of the theory of random conjugate spaces to measurability problems
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+The relation of Banach--Alaoglu theorem and Banach--Bourbaki--Kakutani--Šmulian theorem in complete random normed modules to stratification structure
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+Relations between some basic results derived from two kinds of topologies for a random locally convex module
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+Random duality
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+The James theorem in complete random normed modules
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+A characterization for an \(L(\mu,K)\)-topological module to admit enough canonical module homomorphisms
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+Q4456688
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+A basic strict separation theorem in random locally convex modules
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+Q4238937
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+A note on pointwise best approximation
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+Random strict convexity and random uniform convexity in random normed modules
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+A characterization of continuous module homomorphisms on random semi-normed modules and its applications
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+Risk measures via \(g\)-expectations
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+Q5201296
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+A Hilbert space proof of the fundamental theorem of asset pricing in finite discrete time
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+The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
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+Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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+An overview of representation theorems for static risk measures
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+Q4740613
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+Pointwise best approximation in the space of strongly measurable functions with applications to best approximation in \(L^ p(\mu,X)\)
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+A duality theorem for a convex programming problem in order complete vector lattices
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