Coherent and convex loss-based risk measures for portfolio vectors (Q1746035): Difference between revisions

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+Coherent Measures of Risk
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+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
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+Consistent risk measures for portfolio vectors
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+RISK MEASURES ON ORLICZ HEARTS
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+Loss-based risk measures
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+Law invariant risk measures on <i>L</i>                   <sup>∞</sup> (ℝ<sup>                      <i>d</i>                   </sup>)<i />
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+COMONOTONIC MEASURES OF MULTIVARIATE RISKS
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+CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
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+Measuring risk with multiple eligible assets
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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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+A duality theory for set-valued functions. I: Fenchel conjugation theory
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+Duality for Set-Valued Measures of Risk
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+Set-valued risk measures for conical market models
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+Set-valued average value at risk and its computation
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+Vector-valued coherent risk measures
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+Representations of set-valued risk measures defined on the \(l\)-tensor product of Banach lattices
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+MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS
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+Mathematical Risk Analysis
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+Coherent and convex risk measures for portfolios with applications
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