Pages that link to "Item:Q3650923"
From MaRDI portal
The following pages link to CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY (Q3650923):
Displaying 50 items.
- A representation of risk measures (Q272219) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- On the generalized risk measures (Q377908) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Asset pricing in an imperfect world (Q683829) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Indifference pricing of reinsurance with reinstatements using coherent monetary criteria (Q825296) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Set-valued loss-based risk measures (Q1670444) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- A note on optimal risk sharing on $L^p$ spaces (Q1785746) (← links)
- Entropic value-at-risk: a new coherent risk measure (Q1935272) (← 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 penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Term structure modeling under volatility uncertainty (Q2120604) (← links)
- Similar risks have similar prices: a useful and exact quantification (Q2155850) (← links)
- Combining multi-asset and intrinsic risk measures (Q2172049) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Complete and competitive financial markets in a complex world (Q2238771) (← links)
- Generalized entropic risk measures and related BSDEs (Q2244447) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- Time-consistency of risk measures: how strong is such a property? (Q2331015) (← links)
- BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences (Q2904313) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- A note on robust representations of law-invariant quasiconvex functions (Q3178352) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Portfolio Optimization with Quasiconvex Risk Measures (Q3465947) (← links)
- Risk measuring under liquidity risk (Q4610215) (← links)
- SHAREHOLDER RISK MEASURES (Q4635029) (← links)
- QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS (Q4922061) (← links)
- Portfolio selection with tail nonlinearly transformed risk measures—a comparison with mean-CVaR analysis (Q5014233) (← links)
- SET-VALUED CASH SUB-ADDITIVE RISK MEASURES (Q5056614) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
- Nonlinearly transformed risk measures: properties and application to optimal reinsurance (Q5117678) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
