Minimax strategies and duality with applications in financial mathematics (Q692314): Difference between revisions

@@ Property / cites work @@
+Q3770273
@@ Property / cites work: Q3770273 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Minimizing measures of risk by saddle point conditions
+Normal rank
@@ Property / cites work @@
+Extending pricing rules with general risk functions
+Normal rank
@@ Property / cites work @@
+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Hedging interest rate risk by optimization in Banach spaces
+Normal rank
@@ Property / cites work @@
+A minimax risk strategy for portfolio immunization
+Normal rank
@@ Property / cites work @@
+Ambiguous Risk Measures and Optimal Robust Portfolios
+Normal rank
@@ Property / cites work @@
+Q3811988
@@ Property / cites work: Q3811988 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitage in securities markets with transaction costs
+Normal rank
@@ Property / cites work @@
+A Smooth Model of Decision Making under Ambiguity
@@ Property / cites work: A Smooth Model of Decision Making under Ambiguity / rank @@
+Normal rank
@@ Property / cites work @@
+Q5566063
@@ Property / cites work: Q5566063 / rank @@
+Normal rank
@@ Property / cites work @@
+Conditional value at risk and related linear programming models for portfolio optimization
+Normal rank
@@ Property / cites work @@
+A note on Shiu-Fisher-Weil immunization theorem
@@ Property / cites work: A note on Shiu-Fisher-Weil immunization theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient hedging with coherent risk measure
@@ Property / cites work: Efficient hedging with coherent risk measure / rank @@
+Normal rank
@@ Property / cites work @@
+Lectures on Choquet's theorem
@@ Property / cites work: Lectures on Choquet's theorem / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q4340096
@@ Property / cites work: Q4340096 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
@@ Property / cites work @@
+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
+Normal rank
@@ Property / cites work @@
+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
+Normal rank
@@ Property / cites work @@
+Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management
+Normal rank