Model spaces for risk measures (Q1681096): Difference between revisions

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+W2600397391
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+.01137
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+Q4267848
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+An Economic Index of Riskiness
@@ Property / cites work: An Economic Index of Riskiness / rank @@
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+Robust return risk measures
@@ Property / cites work: Robust return risk measures / rank @@
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+Q3415147
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+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
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+Q4451073
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+Q4550909
@@ Property / cites work: Q4550909 / rank @@
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+Risk Preferences and Their Robust Representation
@@ Property / cites work: Risk Preferences and Their Robust Representation / rank @@
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+Q4702909
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+Minimax Theorems
@@ Property / cites work: Minimax Theorems / rank @@
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+Beyond cash-additive risk measures: when changing the numéraire fails
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+Capital requirements with defaultable securities
@@ Property / cites work: Capital requirements with defaultable securities / rank @@
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+Measuring risk with multiple eligible assets
@@ Property / cites work: Measuring risk with multiple eligible assets / rank @@
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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
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
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+Stochastic Finance
@@ Property / cites work: Stochastic Finance / rank @@
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+Q5183990
@@ Property / cites work: Q5183990 / rank @@
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+Coherent risk measures and good-deal bounds
@@ Property / cites work: Coherent risk measures and good-deal bounds / rank @@
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Dual representation of monotone convex functions on 𝐿⁰
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+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
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+Entropy Coherent and Entropy Convex Measures of Risk
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+Maximum Lebesgue extension of monotone convex functions
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@@ Property / cites work @@
+Q4000065
@@ Property / cites work: Q4000065 / rank @@
+Normal rank
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+Generalized deviations in risk analysis
@@ Property / cites work: Generalized deviations in risk analysis / rank @@
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+Optimization of Convex Risk Functions
@@ Property / cites work: Optimization of Convex Risk Functions / rank @@
+Normal rank
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+Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
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+Subgradients of law-invariant convex risk measures on L1
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