Dynamic assessment indices (Q2803410): Difference between revisions

@@ Property / cites work @@
+Dynamic Risk Measures
@@ Property / cites work: Dynamic Risk Measures / rank @@
+Normal rank
@@ Property / cites work @@
+Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
+Normal rank
@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
+Normal rank
@@ Property / cites work @@
+AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
+Normal rank
@@ Property / cites work @@
+Dynamic quasi concave performance measures
@@ Property / cites work: Dynamic quasi concave performance measures / rank @@
+Normal rank
@@ Property / cites work @@
+DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
+Normal rank
@@ Property / cites work @@
+Dynamic risk measures: Time consistency and risk measures from BMO martingales
+Normal rank
@@ Property / cites work @@
+Time consistent dynamic risk processes
@@ Property / cites work: Time consistent dynamic risk processes / rank @@
+Normal rank
@@ Property / cites work @@
+Complete Monotone Quasiconcave Duality
@@ Property / cites work: Complete Monotone Quasiconcave Duality / rank @@
+Normal rank
@@ Property / cites work @@
+Recursiveness of indifference prices and translation-invariant preferences
+Normal rank
@@ Property / cites work @@
+Coherent and convex monetary risk measures for bounded càdlàg processes
+Normal rank
@@ Property / cites work @@
+Coherent and convex monetary risk measures for unbounded càdlàg processes.
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE
+Normal rank
@@ Property / cites work @@
+Conditional and dynamic convex risk measures
@@ Property / cites work: Conditional and dynamic convex risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Risk Preferences and Their Robust Representation
@@ Property / cites work: Risk Preferences and Their Robust Representation / rank @@
+Normal rank
@@ Property / cites work @@
+Separation and duality in locally \(L^0\)-convex modules
+Normal rank
@@ Property / cites work @@
+CONDITIONAL CERTAINTY EQUIVALENT
@@ Property / cites work: CONDITIONAL CERTAINTY EQUIVALENT / rank @@
+Normal rank
@@ Property / cites work @@
+Dual Representation of Quasi-convex Conditional Maps
+Normal rank
@@ Property / cites work @@
+Q3526970
@@ Property / cites work: Q3526970 / rank @@
+Normal rank
@@ Property / cites work @@
+RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
+Normal rank
@@ Property / cites work @@
+On Quasi-Convex Duality
@@ Property / cites work: On Quasi-Convex Duality / rank @@
+Normal rank