Dynamic coherent risk measures (Q2485772): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.spa.2004.03.004
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+W3125094392
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+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
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+On dynamic measure of risk
@@ Property / cites work: On dynamic measure of risk / rank @@
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+Recursive multiple-priors.
@@ Property / cites work: Recursive multiple-priors. / rank @@
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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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+Q4550910
@@ Property / cites work: Q4550910 / rank @@
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@@ Property / cites work @@
+COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
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+Dynamic choice and nonexpected utility
@@ Property / cites work: Dynamic choice and nonexpected utility / rank @@
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Axiomatic characterization of insurance prices
@@ Property / cites work: Axiomatic characterization of insurance prices / rank @@
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