MEASURING DISTRIBUTION MODEL RISK (Q2800000): Difference between revisions

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+Entropic value-at-risk: a new coherent risk measure
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+Coherent Measures of Risk
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+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
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+Q5580053
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+MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
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+Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
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+Stochastic finance. An introduction in discrete time
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+CONFRONTING MODEL MISSPECIFICATION IN FINANCE: TRACTABLE COLLECTIONS OF SCENARIO PROBABILITY MEASURES FOR ROBUST FINANCIAL OPTIMIZATION PROBLEMS
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+Maxmin expected utility with non-unique prior
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+Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
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+On Information and Sufficiency
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Superhedging and Dynamic Risk Measures under Volatility Uncertainty
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+A note on the inevitability of maximum entropy
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+Q4235027
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+Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
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