Coherent and convex risk measures for portfolios with applications (Q2453932): Difference between revisions

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+https://doi.org/10.1016/j.spl.2014.03.005
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+W2072519903
@@ Property / OpenAlex ID: W2072519903 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent risk measures for portfolio vectors
@@ Property / cites work: Consistent risk measures for portfolio vectors / rank @@
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@@ Property / cites work @@
+Vector risk functions
@@ Property / cites work: Vector risk functions / rank @@
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@@ Property / cites work @@
+Multivariate risks and depth-trimmed regions
@@ Property / cites work: Multivariate risks and depth-trimmed regions / rank @@
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+Q4550909
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+On convex principles of premium calculation
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+Bounds for functions of multivariate risks
@@ Property / cites work: Bounds for functions of multivariate risks / rank @@
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+Q4550910
@@ Property / cites work: Q4550910 / rank @@
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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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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Duality for Set-Valued Measures of Risk
@@ Property / cites work: Duality for Set-Valued Measures of Risk / rank @@
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+Vector-valued coherent risk measures
@@ Property / cites work: Vector-valued coherent risk measures / rank @@
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+Multidimensional Coherent and Convex Risk Measures
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+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
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