Extending pricing rules with general risk functions (Q1044131): Difference between revisions

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+Coherent Measures of Risk
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+Portfolio choice and optimal hedging with general risk functions: a simplex-like algorithm
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+Utility maximization in incomplete markets for unbounded processes
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+Ambiguous Risk Measures and Optimal Robust Portfolios
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+Weighted V\@R and its properties
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+Q4794153
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+Nonmonotonic Choquet integrals
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+Some new classes of consistent risk measures
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+ASYMMETRICAL INFORMATION AND INCOMPLETE MARKETS
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+Coherent risk measures and good-deal bounds
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
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+Optimal trading strategy for an investor: the case of partial information
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+Q5566063
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+Projection pricing
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+Conditional value at risk and related linear programming models for portfolio optimization
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+Efficient hedging with coherent risk measure
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Generalized deviations in risk analysis
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+Optimality conditions in portfolio analysis with general deviation measures
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+Optimization of Convex Risk Functions
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+Optimal investments for risk- and ambiguity-averse preferences: a duality approach
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+Variance-Optimal Hedging in Discrete Time
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+Fundamental Theorems of Asset Pricing for Good Deal Bounds
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+Risk and Financial Management
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+Q3149262
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