Pages that link to "Item:Q2018547"
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The following pages link to Measuring risk with multiple eligible assets (Q2018547):
Displaying 30 items.
- 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)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- An analytical study of norms and Banach spaces induced by the entropic value-at-risk (Q1687378) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Dual representations for systemic risk measures (Q2299390) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
- Optimal payoffs for directionally closed acceptance sets (Q5052579) (← links)
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- Minimum capital requirement and portfolio allocation for non-life insurance: a semiparametric model with conditional value-at-risk (CVaR) constraint (Q6088771) (← links)
- Short Communication: Are Shortfall Systemic Risk Measures One Dimensional? (Q6184830) (← links)
