Pages that link to "Item:Q3067085"
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The following pages link to Risk Measures and Efficient use of Capital (Q3067085):
Displaying 27 items.
- Set-valued average value at risk and its computation (Q356482) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Hedging of long term zero-coupon bonds in a market model with reinvestment risk (Q487615) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Capital requirements with defaultable securities (Q743142) (← links)
- Which eligible assets are compatible with comonotonic capital requirements? (Q1667405) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Liquidity-adjusted risk measures (Q1938958) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Law-invariant functionals that collapse to the mean (Q2034153) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- A continuous selection for optimal portfolios under convex risk measures does not always exist (Q2304904) (← links)
- Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q3502125) (← links)
- From ruin theory to solvency in non-life insurance (Q4576911) (← links)
- Measures of Systemic Risk (Q4607047) (← links)
- A supermartingale relation for multivariate risk measures (Q4619535) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- FUNDAMENTAL DEFINITION OF THE SOLVENCY CAPITAL REQUIREMENT IN SOLVENCY II (Q5214821) (← links)
- Portfolio Optimization under Solvency Constraints: A Dynamical Approach (Q5379126) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q5459962) (← links)
