Pages that link to "Item:Q2299390"
From MaRDI portal
The following pages link to Dual representations for systemic risk measures (Q2299390):
Displaying 14 items.
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- Conditional Systemic Risk Measures (Q5013836) (← links)
- Pricing of Debt and Equity in a Financial Network with Comonotonic Endowments (Q5106355) (← links)
- Short Communication: Robust Market-Adjusted Systemic Risk Measures (Q5162851) (← links)
- CAPITAL ALLOCATION FOR SET-VALUED RISK MEASURES (Q5221484) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Optimal network compression (Q6106794) (← links)
- Set-valued backward stochastic differential equations (Q6187467) (← links)
- On risk evaluation and control of distributed multi-agent systems (Q6644269) (← links)
- Short communication: on the separability of vector-valued risk measures (Q6648324) (← links)
