Pages that link to "Item:Q1028536"
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The following pages link to On convex risk measures on \(L^{p}\)-spaces (Q1028536):
Displaying 50 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Systemic risk measures on general measurable spaces (Q343813) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Robustness regions for measures of risk aggregation (Q727667) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
- Optimization of expected shortfall on convex sets (Q889467) (← links)
- Optimal capital and risk allocations for law- and cash-invariant convex functions (Q1003351) (← links)
- Pareto-optimal reinsurance arrangements under general model settings (Q1681082) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Replicating portfolio approach to capital calculation (Q1691451) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- On efficient portfolio selection using convex risk measures (Q1932548) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Portfolio optimization with two coherent risk measures (Q2022182) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- On the extension property of dilatation monotone risk measures (Q2063035) (← links)
- Existence of solutions for a class of bilevel stochastic linear programs (Q2077923) (← links)
- A least-squares Monte Carlo approach to the estimation of enterprise risk (Q2153521) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Dual representation of expectile-based expected shortfall and its properties (Q2241897) (← links)
- Risk measures in ordered normed linear spaces with non-empty cone-interior (Q2276210) (← links)
- Pricing under dynamic risk measures (Q2278417) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- Multivariate risk measures in the non-convex setting (Q2291757) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Intragroup transfers, intragroup diversification and their risk assessment (Q2397786) (← links)
- Maximum Lebesgue extension of monotone convex functions (Q2444467) (← links)
- On the Lebesgue property of monotone convex functions (Q2452153) (← links)
- Convex hedging of non-superreplicable claims in discrete-time market models (Q2454079) (← links)
- A pessimistic bilevel stochastic problem for elastic shape optimization (Q2693640) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- JUSTIFICATION OF PER-UNIT RISK CAPITAL ALLOCATION IN PORTFOLIO CREDIT RISK MODELS (Q2929379) (← links)
- Conditional risk and acceptability mappings as Banach-lattice valued mappings (Q3224134) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- COMPETITIVE EQUILIBRIA WITH DISTORTION RISK MEASURES (Q4563755) (← links)
- Mathematical foundation of the replicating portfolio approach (Q4583616) (← links)
