On a class of law invariant convex risk measures (Q483720): Difference between revisions

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-.1007/s00780-010-0145-5
@@ Property / DOI: 10.1007/s00780-010-0145-5 / rank @@
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+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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+G80
@@ Property / Mathematics Subject Classification ID: 91G80 / rank @@
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+A33
@@ Property / Mathematics Subject Classification ID: 28A33 / rank @@
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+J55
@@ Property / Mathematics Subject Classification ID: 49J55 / rank @@
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+A10
@@ Property / Mathematics Subject Classification ID: 60A10 / rank @@
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@@ Property / zbMATH DE Number @@
+6381319
@@ Property / zbMATH DE Number: 6381319 / rank @@
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@@ Property / zbMATH Keywords @@
+law invariant convex risk measures
@@ Property / zbMATH Keywords: law invariant convex risk measures / rank @@
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@@ Property / zbMATH Keywords @@
+robust representation
@@ Property / zbMATH Keywords: robust representation / rank @@
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@@ Property / zbMATH Keywords @@
+variational methods
@@ Property / zbMATH Keywords: variational methods / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00780-010-0145-5
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@@ Property / OpenAlex ID @@
+W2165836232
@@ Property / OpenAlex ID: W2165836232 / 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 @@
+Penalty Functions and Duality in Stochastic Programming Via ϕ-Divergence Functionals
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@@ Property / cites work @@
+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
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@@ Property / cites work @@
+Dual characterization of properties of risk measures on Orlicz hearts
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@@ Property / cites work @@
+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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@@ Property / cites work @@
+Convex measures of risk and trading constraints
@@ Property / cites work: Convex measures of risk and trading constraints / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic finance. An introduction in discrete time
+Normal rank
@@ Property / cites work @@
+Q3526970
@@ Property / cites work: Q3526970 / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
+Normal rank
@@ Property / DOI @@
+.1007/S00780-010-0145-5
@@ Property / DOI: 10.1007/S00780-010-0145-5 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:483720