Pages that link to "Item:Q3423396"
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The following pages link to RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (Q3423396):
Displaying 50 items.
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Risk measures on ordered non-reflexive Banach spaces (Q711026) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Convex duality in optimal investment and contingent claim valuation in illiquid markets (Q1788820) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- Measuring risk with multiple eligible assets (Q2018547) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Time consistency for scalar multivariate risk measures (Q2076040) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Insurance premium-based shortfall risk measure induced by cumulative prospect theory (Q2109017) (← links)
- Set-valued dynamic risk measures for processes and for vectors (Q2153523) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Relevant mappings (Q2268072) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- On fairness of systemic risk measures (Q2308182) (← links)
- An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Dynamic coherent risk measures (Q2485772) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE (Q2875722) (← links)
- Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management (Q2974430) (← links)
- SUPERHEDGING IN ILLIQUID MARKETS (Q3008489) (← links)
- Risk Measures and Efficient use of Capital (Q3067085) (← links)
- MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (Q3086253) (← links)
- COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
