Good deals and compatible modification of risk and pricing rule: a regulatory treatment (Q1932549): Difference between revisions

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-Alejandro Balbas
@@ Property / author: Alejandro Balbas / rank @@
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+Alejandro Balbas
@@ Property / author: Alejandro Balbas / rank @@
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+MaRDI publication profile
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+W2023113203
@@ Property / OpenAlex ID: W2023113203 / rank @@
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@@ Property / cites work @@
+Compatibility between pricing rules and risk measures: The CCVaR
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@@ Property / cites work @@
+Extending pricing rules with general risk functions
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@@ Property / cites work @@
+Optimal reinsurance with general risk measures
@@ Property / cites work: Optimal reinsurance with general risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm
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+Towards a General Theory of Good-Deal Bounds*
@@ Property / cites work: Towards a General Theory of Good-Deal Bounds* / rank @@
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@@ Property / cites work @@
+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
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@@ Property / cites work @@
+Pricing contingent claims on stocks driven by Lévy processes
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@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES
@@ Property / cites work: RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES / rank @@
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@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
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+ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS
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+Martingales and arbitage in securities markets with transaction costs
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+Law invariant risk measures have the Fatou property
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+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1932549