Pages that link to "Item:Q3608733"
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The following pages link to CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733):
Displaying 11 items.
- Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
- RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
- REPRESENTATION OF BSDE-BASED DYNAMIC RISK MEASURES AND DYNAMIC CAPITAL ALLOCATIONS (Q3191838) (← links)
- An axiomatic characterization of capital allocations of coherent risk measures (Q3404106) (← links)
- DIFFERENTIABILITY OF BSVIEs AND DYNAMIC CAPITAL ALLOCATIONS (Q4595300) (← links)
- Risk contributions: duality and sensitivity (Q4619540) (← links)
- A DYNAMIC MODEL OF CENTRAL COUNTERPARTY RISK (Q4645328) (← links)
- A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
