Coherent and convex risk measures for portfolios with applications (Q2453932): Difference between revisions

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+https://doi.org/10.1016/j.spl.2014.03.005
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+W2072519903
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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+Consistent risk measures for portfolio vectors
@@ Property / cites work: Consistent risk measures for portfolio vectors / rank @@
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+Vector risk functions
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+Multivariate risks and depth-trimmed regions
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+Q4550909
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+On convex principles of premium calculation
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+Bounds for functions of multivariate risks
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+Q4550910
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+Convex measures of risk and trading constraints
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+Stochastic finance. An introduction in discrete time
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Duality for Set-Valued Measures of Risk
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+Vector-valued coherent risk measures
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+Multidimensional Coherent and Convex Risk Measures
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+Mathematical Risk Analysis
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