Worst case portfolio vectors and diversification effects (Q1761436): Difference between revisions

@@ Property / DOI @@
-.1007/s00780-010-0150-8
@@ Property / DOI: 10.1007/s00780-010-0150-8 / rank @@
-Normal rank
@@ Property / cites work @@
+Minkowski-type theorems and least-squares clustering
+Normal rank
@@ Property / cites work @@
+Consistent risk measures for portfolio vectors
@@ Property / cites work: Consistent risk measures for portfolio vectors / rank @@
+Normal rank
@@ Property / cites work @@
+RISK MEASURES ON ORLICZ HEARTS
@@ Property / cites work: RISK MEASURES ON ORLICZ HEARTS / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal coupling of multivariate distributions and stochastic processes
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+COMONOTONIC MEASURES OF MULTIVARIATE RISKS
@@ Property / cites work: COMONOTONIC MEASURES OF MULTIVARIATE RISKS / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for functions of dependent risks
@@ Property / cites work: Bounds for functions of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds for functions of multivariate risks
@@ Property / cites work: Bounds for functions of multivariate risks / rank @@
+Normal rank
@@ Property / cites work @@
+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
+Normal rank
@@ 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 @@
+On the worst conditional expectation.
@@ Property / cites work: On the worst conditional expectation. / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+On convex risk measures on \(L^{p}\)-spaces
@@ Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank @@
+Normal rank
@@ Property / cites work @@
+Q4552656
@@ Property / cites work: Q4552656 / rank @@
+Normal rank
@@ Property / cites work @@
+Convex majorization with an application to the length of critical paths
+Normal rank
@@ Property / cites work @@
+Multivariate comonotonicity
@@ Property / cites work: Multivariate comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+Q5201296
@@ Property / cites work: Q5201296 / rank @@
+Normal rank
@@ Property / cites work @@
+Comparison of multivariate risks and positive dependence
+Normal rank
@@ Property / cites work @@
+Law invariant convex risk measures for portfolio vectors
+Normal rank
@@ Property / cites work @@
+A characterization of random variables with minimum \(L^ 2\)-distance
+Normal rank
@@ Property / cites work @@
+Q4395406
@@ Property / cites work: Q4395406 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical and analytical results for the transportation problem of Monge-Kantorovich
+Normal rank
@@ Property / cites work @@
+On the \(n\)-coupling problem
@@ Property / cites work: On the \(n\)-coupling problem / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00780-010-0150-8
@@ Property / DOI: 10.1007/S00780-010-0150-8 / rank @@
+Normal rank