Law invariant convex risk measures for portfolio vectors (Q3417652): Difference between revisions

@@ Property / DOI @@
-.1524/stnd.2006.24.1.97
@@ Property / DOI: 10.1524/stnd.2006.24.1.97 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1969765110
@@ Property / OpenAlex ID: W1969765110 / rank @@
+Normal rank
@@ Property / DOI @@
+.1524/STND.2006.24.1.97
@@ Property / DOI: 10.1524/STND.2006.24.1.97 / rank @@
+Normal rank
@@ Property / Recommended article @@
+Q3526970
@@ Property / Recommended article: Q3526970 / rank @@
+Normal rank
@@ Property / Recommended article: Q3526970 / qualifier @@
+Similarity Score: 0.9532491Amount 0.9532491
Unit 1
-Amount
+.9532491
 Unit
@@ Property / Recommended article: Q3526970 / qualifier @@
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+On a class of law invariant convex risk measures
+Normal rank
+Similarity Score: 0.9357178Amount 0.9357178
Unit 1
-Amount
+.9357178
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+A remark on law invariant convex risk measures
+Normal rank
+Similarity Score: 0.9273597Amount 0.9273597
Unit 1
-Amount
+.9273597
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Consistent risk measures for portfolio vectors
+Normal rank
+Similarity Score: 0.9042559Amount 0.9042559
Unit 1
-Amount
+.9042559
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Coherent and convex risk measures for portfolios with applications
+Normal rank
+Similarity Score: 0.90004665Amount 0.90004665
Unit 1
-Amount
+.90004665
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES
+Normal rank
+Similarity Score: 0.89903414Amount 0.89903414
Unit 1
-Amount
+.89903414
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Q4552656
@@ Property / Recommended article: Q4552656 / rank @@
+Normal rank
@@ Property / Recommended article: Q4552656 / qualifier @@
+Similarity Score: 0.89843726Amount 0.89843726
Unit 1
-Amount
+.89843726
 Unit
@@ Property / Recommended article: Q4552656 / qualifier @@
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Coherent and convex loss-based risk measures for portfolio vectors
+Normal rank
+Similarity Score: 0.8980719Amount 0.8980719
Unit 1
-Amount
+.8980719
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Convex risk measures for portfolio optimization and concepts of flexibility
+Normal rank
+Similarity Score: 0.8932977Amount 0.8932977
Unit 1
-Amount
+.8932977
 Unit
+Recommender Run: Recommender Run 2
@@ Property / Recommended article @@
+Law invariant risk measures on <i>L</i>                   <sup>∞</sup> (ℝ<sup>                      <i>d</i>                   </sup>)<i />
+Normal rank
+Similarity Score: 0.8881069Amount 0.8881069
Unit 1
-Amount
+.8881069
 Unit
+Recommender Run: Recommender Run 2
@@ links / mardi / name / links / mardi / name @@
+Publication:3417652