Conditional expectiles, time consistency and mixture convexity properties (Q1799643): Difference between revisions

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+Dynamic Risk Measures
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+Are law-invariant risk functions concave on distributions?
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+Q5386174
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+Q4606219
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+Conditional essential suprema with applications
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+On elicitable risk measures
@@ Property / cites work: On elicitable risk measures / rank @@
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+Generalized quantiles as risk measures
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+Robust return risk measures
@@ Property / cites work: Robust return risk measures / rank @@
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+Risk measures with the CxLS property
@@ Property / cites work: Risk measures with the CxLS property / rank @@
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+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
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+Real Analysis and Probability
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+Stochastic Finance
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+Making and Evaluating Point Forecasts
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+On convex risk measures on \(L^{p}\)-spaces
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+Q3413299
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+Representation results for law invariant time consistent functions
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+Convex functional analysis
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+Entropy Coherent and Entropy Convex Measures of Risk
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+Asymmetric Least Squares Estimation and Testing
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+Q3528030
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+Time consistency conditions for acceptability measures, with an application to tail value at risk
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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+COHERENCE AND ELICITABILITY
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+Q129492317
@@ Property / Wikidata QID: Q129492317 / rank @@
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