Pages that link to "Item:Q2875722"
From MaRDI portal
The following pages link to DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE (Q2875722):
Displaying 20 items.
- Conditional preference orders and their numerical representations (Q268632) (← links)
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Bid and ask prices as non-linear continuous time G-expectations based on distortions (Q468119) (← links)
- Dynamic quasi concave performance measures (Q478133) (← links)
- Acceptability maximization (Q2170297) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- Dynamic Limit Growth Indices in Discrete Time (Q3194564) (← links)
- Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
- MEASURING AND MONITORING THE EFFICIENCY OF MARKETS (Q4602493) (← links)
- FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
- Acceptability indices of performance for bounded càdlàg processes (Q5086526) (← links)
- A Unified Approach to Time Consistency of Dynamic Risk Measures and Dynamic Performance Measures in Discrete Time (Q5219305) (← links)
- Intra‐Horizon expected shortfall and risk structure in models with jumps (Q6054364) (← links)
- Short communication: utility-based acceptability indices (Q6557365) (← links)
- Star-shaped acceptability indexes (Q6573824) (← links)
- Collective dynamic risk measures (Q6643153) (← links)
