Pages that link to "Item:Q3402360"
From MaRDI portal
The following pages link to Duality for Set-Valued Measures of Risk (Q3402360):
Displaying 33 items.
- A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle (Q2397431) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- Nonlinear Scalarizations of Set Optimization Problems with Set Orderings (Q2805753) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- A Survey of Set Optimization Problems with Set Solutions (Q2805755) (← links)
- Linear Vector Optimization and European Option Pricing Under Proportional Transaction Costs (Q2805756) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- A Fenchel–Rockafellar duality theorem for set-valued optimization (Q3112501) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- An algorithm to solve polyhedral convex set optimization problems (Q4916312) (← links)
- VECTOR-VALUED COHERENT RISK MEASURE PROCESSES (Q4979884) (← links)
- AN ALGORITHM FOR CALCULATING THE SET OF SUPERHEDGING PORTFOLIOS IN MARKETS WITH TRANSACTION COSTS (Q4979885) (← links)
- Scalar representation and conjugation of set-valued functions (Q4981853) (← links)
- A New Topological Framework and Its Application to Well-Posedness in Set-Valued Optimization (Q5047178) (← links)
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- A set scalarization function and Dini directional derivatives with applications in set optimization problems (Q5090000) (← links)
- Six set scalarizations based on the oriented distance: properties and application to set optimization (Q5217252) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)
- A vectorization for nonconvex set-valued optimization (Q5742726) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- On proper minimality in set optimization (Q6151522) (← links)
- A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278) (← links)