Pages that link to "Item:Q3104431"
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The following pages link to Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (Q3104431):
Displaying 16 items.
- Set-valued average value at risk and its computation (Q356482) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← 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)
