Pages that link to "Item:Q1938960"
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The following pages link to Set-valued risk measures for conical market models (Q1938960):
Displaying 50 items.
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Essential supremum with respect to a random partial order (Q393278) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Benson type algorithms for linear vector optimization and applications (Q743969) (← links)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Cone distribution functions and quantiles for multivariate random variables (Q1661335) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- A set optimization approach to utility maximization under transaction costs (Q1693856) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Scalarizations for a unified vector optimization problem based on order representing and order preserving properties (Q1751288) (← links)
- Scalarization in set optimization with solid and nonsolid ordering cones (Q2018504) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- On robustness for set-valued optimization problems (Q2022296) (← links)
- Nonlinear expectations of random sets (Q2022754) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Lagrange duality in set optimization (Q2247892) (← 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)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Editorial. Choosing sets: preface to the special issue on set optimization and applications (Q2304903) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- Qualitative robustness of set-valued value-at-risk (Q2304905) (← links)
- Random optimization on random sets (Q2304911) (← links)
- A characterization theorem for Aumann integrals (Q2346266) (← links)
- Stability of minimizers of set optimization problems (Q2358761) (← links)
- 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)
- A unified minimal solution in set optimization (Q2423801) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← 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)
