Pages that link to "Item:Q3100754"

The following pages link to RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754):

Displaying 43 items.

• Risk-consistent conditional systemic risk measures (Q271876) (← links)
• Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
• On the game interpretation of a shadow price process in utility maximization problems under transaction costs (Q377457) (← links)
• Probabilistic sophistication, second order stochastic dominance and uncertainty aversion (Q455916) (← links)
• Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
• Synergy effect of cooperative investment (Q513649) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Diversification preferences in the theory of choice (Q524890) (← links)
• Uncertainty averse preferences (Q634503) (← links)
• Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
• Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
• Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
• A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
• Representation results for law invariant time consistent functions (Q1932525) (← links)
• Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
• Entropic value-at-risk: a new coherent risk measure (Q1935272) (← links)
• A simplified approach to subjective expected utility (Q1985742) (← links)
• Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223) (← links)
• Niveloids and their extensions: risk measures on small domains (Q2019237) (← links)
• Capital allocation rules and acceptance sets (Q2024123) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
• Risk analysis via Łukasiewicz logic (Q2156531) (← links)
• Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
• Time-consistency of risk measures: how strong is such a property? (Q2331015) (← links)
• Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
• Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
• Optimality conditions in optimization problems with convex feasible set using convexificators (Q2408896) (← links)
• On conditional Chisini means and risk measures (Q2701288) (← links)
• RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
• SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
• Surplus-Invariant Risk Measures (Q3387927) (← links)
• Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
• SHAREHOLDER RISK MEASURES (Q4635029) (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
• SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
• Star-Shaped Risk Measures (Q5058029) (← links)
• Worst portfolios for dynamic monetary utility processes (Q5085828) (← links)
• Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
• Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
• A unified approach to systemic risk measures via acceptance sets (Q5743125) (← links)
• An impossibility theorem on capital allocation (Q5887320) (← links)
• A Goal Programming Model with Satisfaction Function for Risk Management and Optimal Portfolio Diversification (Q6160278) (← links)