Pages that link to "Item:Q1938960"
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The following pages link to Set-valued risk measures for conical market models (Q1938960):
Displayed 16 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)
- Scalarization in set optimization with solid and nonsolid ordering cones (Q2018504) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Lagrange duality in set optimization (Q2247892) (← links)
- A characterization theorem for Aumann integrals (Q2346266) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- Set Optimization—A Rather Short Introduction (Q2805754) (← 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)
- Time consistency of dynamic risk measures in markets with transaction costs (Q5397475) (← links)