Pages that link to "Item:Q1687378"
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The following pages link to An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378):
Displaying 9 items.
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- Adjusted Rényi entropic value-at-risk (Q2106741) (← links)
- Entropy based risk measures (Q2183329) (← links)
- Fractional risk process in insurance (Q2299384) (← links)
- Wasserstein Sensitivity of Risk and Uncertainty Propagation (Q5097853) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408) (← links)
- Properties of the entropic risk measure EVaR in relation to selected distributions (Q6624007) (← links)
