RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754): Difference between revisions

@@ Property / author @@
-Simone Cerreia-Vioglio
@@ Property / author: Simone Cerreia-Vioglio / rank @@
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@@ Property / author @@
-Fabio Maccheroni
@@ Property / author: Fabio Maccheroni / rank @@
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@@ Property / author @@
+Simone Cerreia-Vioglio
@@ Property / author: Simone Cerreia-Vioglio / rank @@
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@@ Property / author @@
+Fabio Maccheroni
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+Application of Coherent Risk Measures to Capital Requirements in Insurance
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@@ Property / cites work @@
+On the Existence of Minimax Martingale Measures
@@ Property / cites work: On the Existence of Minimax Martingale Measures / rank @@
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@@ Property / cites work @@
+Some Extensions of a Theorem of Hardy, Littlewood and Pólya and Their Applications
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+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
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+Q5588318
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@@ Property / cites work @@
+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
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+Stochastic finance. An introduction in discrete time
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+Q3526970
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+Revisiting savage in a conditional world
@@ Property / cites work: Revisiting savage in a conditional world / rank @@
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@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
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@@ Property / cites work @@
+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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@@ Property / cites work @@
+Q4548486
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@@ Property / cites work @@
+A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
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+Integrals which are convex functionals. II
@@ Property / cites work: Integrals which are convex functionals. II / rank @@
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+Q5485964
@@ Property / cites work: Q5485964 / rank @@
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@@ Property / cites work @@
+Q5826088
@@ Property / cites work: Q5826088 / rank @@
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+On general minimax theorems
@@ Property / cites work: On general minimax theorems / rank @@
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+Functional Analysis
@@ Property / cites work: Functional Analysis / rank @@
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