RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724): Difference between revisions

@@ Property / DOI @@
-.1111/mafi.12028
@@ Property / DOI: 10.1111/mafi.12028 / rank @@
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-Marco Frittelli
@@ Property / author: Marco Frittelli / rank @@
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@@ Property / author @@
+Marco Frittelli
@@ Property / author: Marco Frittelli / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2299681696
@@ Property / OpenAlex ID: W2299681696 / rank @@
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@@ Property / arXiv ID @@
+.2257
@@ Property / arXiv ID: 1201.2257 / rank @@
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@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
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@@ Property / cites work @@
+Complete Monotone Quasiconcave Duality
@@ Property / cites work: Complete Monotone Quasiconcave Duality / rank @@
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@@ Property / cites work @@
+RISK MEASURES: RATIONALITY AND DIVERSIFICATION
@@ Property / cites work: RISK MEASURES: RATIONALITY AND DIVERSIFICATION / rank @@
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@@ Property / cites work @@
+Risk Preferences and Their Robust Representation
@@ Property / cites work: Risk Preferences and Their Robust Representation / rank @@
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@@ Property / cites work @@
+On Conjugate Convex Functions
@@ Property / cites work: On Conjugate Convex Functions / 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 @@
+Dual Representation of Quasi-convex Conditional Maps
+Normal rank
@@ Property / cites work @@
+CONDITIONAL CERTAINTY EQUIVALENT
@@ Property / cites work: CONDITIONAL CERTAINTY EQUIVALENT / rank @@
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@@ Property / cites work @@
+Q3526970
@@ Property / cites work: Q3526970 / rank @@
+Normal rank
@@ Property / cites work @@
+Law invariant risk measures have the Fatou property
+Normal rank
@@ Property / cites work @@
+Q4548486
@@ Property / cites work: Q4548486 / rank @@
+Normal rank
@@ Property / cites work @@
+On Quasi-Convex Duality
@@ Property / cites work: On Quasi-Convex Duality / rank @@
+Normal rank
@@ Property / cites work @@
+Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\)
+Normal rank
@@ Property / cites work @@
+Duality for the level sum of quasiconvex functions and applications
+Normal rank
@@ Property / cites work @@
+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
+Normal rank
@@ Property / DOI @@
+.1111/MAFI.12028
@@ Property / DOI: 10.1111/MAFI.12028 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2875724