Robust return risk measures (Q1702877): Difference between revisions

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+Optimal portfolios with Haezendonck risk measures
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+Haezendonck-Goovaerts risk measures and Orlicz quantiles
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+Expected Utility, Penalty Functions, and Duality in Stochastic Nonlinear Programming
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+Exposition of a New Theory on the Measurement of Risk
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+Equilibrium in a Reinsurance Market
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+Q5609896
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+Uncertainty averse preferences
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+Cautious Expected Utility and the Certainty Effect
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+Ambiguity through confidence functions
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+Dual characterization of properties of risk measures on Orlicz hearts
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+RISK MEASURES ON ORLICZ HEARTS
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+Sul significato soggettivo della probabilità
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+Risk measures with the CxLS property
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+On convex principles of premium calculation
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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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+Maxmin expected utility with non-unique prior
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+Some new classes of consistent risk measures
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+A new premium calculation principle based on Orlicz norms
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+Robust Statistics
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+OPTIMAL RISK SHARING FOR LAW INVARIANT MONETARY UTILITY FUNCTIONS
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+Prospect Theory: An Analysis of Decision under Risk
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+Optimization in Function Spaces
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+Comparative and qualitative robustness for law-invariant risk measures
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+Entropy Coherent and Entropy Convex Measures of Risk
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+Robust Portfolio Choice and Indifference Valuation
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+Maxmin under risk
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Risk Aversion in the Small and in the Large
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+Q4000065
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+Optimization of Convex Risk Functions
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+Q5826088
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+Q5844986
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+Q5800557
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+DISTRIBUTION‐INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
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