The following pages link to Coherent Measures of Risk (Q2757301):
Displayed 50 items.
- Measures of risk (Q704052) (← links)
- Dynamic capital allocation with distortion risk measures (Q704405) (← links)
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Value at risk and inventory control (Q706877) (← links)
- Market behavior when preferences are generated by second-order stochastic dominance (Q707380) (← links)
- Applying the benchmarking procedure: A decision criterion of choice under risk (Q850478) (← links)
- Risk management of power portfolios and valuation of flexibility (Q850662) (← links)
- An application of extreme value theory for measuring financial risk (Q853582) (← links)
- Weighted V\@R and its properties (Q854285) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Relevant coherent measures of risk (Q855375) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- Newsvendor solutions via conditional value-at-risk minimization (Q858416) (← links)
- Coherent risk measure, equilibrium and equilibrium pricing (Q865612) (← links)
- The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\) (Q867789) (← links)
- A stop-loss risk index (Q868318) (← links)
- Coherent risk measures in inventory problems (Q879300) (← links)
- Remarks on ``a measure of risk and a decision-making model based on expected utility and entropy'' by \textit{J. Yang} and \textit{W. Qiu} [Eur. J. Oper. Res. 164, No. 3, 792--799 (2005; Zbl 1057.91020)] (Q879325) (← links)
- Optimal reinsurance under convex principles of premium calculation (Q882862) (← links)
- Pricing and hedging in the presence of extraneous risks (Q885263) (← links)
- A risk-averse newsvendor with law invariant coherent measures of risk (Q924892) (← links)
- Equilibrium asset pricing with systemic risk (Q926213) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Risk-adjusted probability measures in portfolio optimization with coherent measures of risk (Q930955) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- Financial Giffen goods: Examples and counterexamples (Q933535) (← links)
- Fascination financial mathematics: problems, methods and principles (Q934743) (← links)
- \(n\)-monotone exact functionals (Q936579) (← links)
- Optimal reinsurance under VaR and CTE risk measures (Q938052) (← links)
- Coherent risk measures, coherent capital allocations and the gradient allocation principle (Q939355) (← links)
- Optimal dynamic portfolio selection with earnings-at-risk (Q946329) (← links)
- Polyhedral coherent risk measures and investment portfolio optimization (Q946748) (← links)
- Catastrophe risk management for sustainable development of regions under risks of natural disasters (Q946782) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- Capital growth with security (Q951507) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Stochastic orderings for discrete random variables (Q952886) (← links)
- Shortfall as a risk measure: properties, optimization and applications (Q953649) (← links)
- Equilibrium impact of value-at-risk regulation (Q956555) (← links)
- A hybrid heuristic approach to discrete multi-objective optimization of credit portfolios (Q957021) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Monotone and cash-invariant convex functions and hulls (Q997078) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- Risk measurement in the presence of background risk (Q998264) (← links)