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

@@ Property / author @@
-Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
-Normal rank
@@ Property / author @@
+Hu, Yijun
@@ Property / author: Hu, Yijun / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2014.03.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2072519903
@@ Property / OpenAlex ID: W2072519903 / rank @@
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+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 @@
+Vector risk functions
@@ Property / cites work: Vector risk functions / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate risks and depth-trimmed regions
@@ Property / cites work: Multivariate risks and depth-trimmed regions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+On convex principles of premium calculation
@@ Property / cites work: On convex principles of premium calculation / 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 @@
+Q4550910
@@ Property / cites work: Q4550910 / rank @@
+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 @@
+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
+Normal rank
@@ Property / cites work @@
+Duality for Set-Valued Measures of Risk
@@ Property / cites work: Duality for Set-Valued Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Vector-valued coherent risk measures
@@ Property / cites work: Vector-valued coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional Coherent and Convex Risk Measures
+Normal rank
@@ Property / cites work @@
+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2453932