Good deals in markets with friction (Q5397420): Difference between revisions

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+W2235262795
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+Entropic value-at-risk: a new coherent risk measure
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+Good Deal Bounds Induced by Shortfall Risk
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+Coherent Measures of Risk
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+An Economic Index of Riskiness
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+Satisficing Measures for Analysis of Risky Positions
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+Optimal joint survival reinsurance: an efficient frontier approach
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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 measures of risk and trading constraints
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+Some new classes of consistent risk measures
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+Actuarial risk measures for financial derivative pricing
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+Do financial returns have finite or infinite variance? A paradox and an explanation
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+Are quantile risk measures suitable for risk-transfer decisions?
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+Contingent claim pricing using probability distortion operators: methods from insurance risk pricing and their relationship to financial theory
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+THE MEANING OF MARKET EFFICIENCY
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+Martingales and arbitage in securities markets with transaction costs
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+Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
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+Generalized deviations in risk analysis
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+The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+Relevant mappings
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