Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666): Difference between revisions

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+Coherent Measures of Risk
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+Coherent multiperiod risk adjusted values and Bellman's principle
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+Conditional and dynamic convex risk measures
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+The return on investment from proportional portfolio strategies
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+Convex risk measures and the dynamics of their penalty functions
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+Approaches to Conditional Risk
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+Separation and duality in locally \(L^0\)-convex modules
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+THE CANONICAL MODEL SPACE FOR LAW‐INVARIANT CONVEX RISK MEASURES IS <i>L</i><sup>1</sup>
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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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+Recent progress in random metric theory and its applications to conditional risk measures
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+On convex risk measures on \(L^{p}\)-spaces
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+Optimum consumption and portfolio rules in a continuous-time model
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+Convex Analysis
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