Pages that link to "Item:Q2453932"

The following pages link to Coherent and convex risk measures for portfolios with applications (Q2453932):

Displaying 17 items.

• Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
• Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
• Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
• Time consistency for scalar multivariate risk measures (Q2076040) (← links)
• Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
• Acceptability indexes for portfolio vectors (Q2298184) (← links)
• Set-valued risk statistics with scenario analysis (Q2406800) (← links)
• Capital allocation with multivariate convex risk measures (Q2698586) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
• Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
• Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
• CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Systemic risk statistics with scenario analysis (Q5866094) (← links)
• MULTIVARIATE DYNAMIC CASH SUB-ADDITIVE RISK MEASURES FOR PROCESSES (Q5866977) (← links)
• A new coherent multivariate average-value-at-risk (Q5880387) (← links)