Pages that link to "Item:Q5700133"

The following pages link to COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (Q5700133):

Displaying 47 items.

• A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
• Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
• Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
• Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
• Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
• Time-consistent actuarial valuations (Q903338) (← links)
• Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
• Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming (Q1038336) (← links)
• Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
• Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
• Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
• Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
• Fair dynamic valuation of insurance liabilities via convex hedging (Q2034141) (← links)
• A data-driven approach for a class of stochastic dynamic optimization problems (Q2057219) (← links)
• Continuous-time limits of multi-period cost-of-capital margins (Q2063033) (← links)
• Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
• Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
• Fair dynamic valuation of insurance liabilities: merging actuarial judgement with market- and time-consistency (Q2273972) (← links)
• The strictest common relaxation of a family of risk measures (Q2276204) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• Conditional submodular Choquet expected values and conditional coherent risk measures (Q2302766) (← links)
• An active-set strategy to solve Markov decision processes with good-deal risk measure (Q2329646) (← links)
• The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
• Optimal investment policy in the time consistent mean-variance formulation (Q2442511) (← links)
• Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)
• Coherent multiperiod risk adjusted values and Bellman's principle (Q2480233) (← links)
• Dynamic coherent risk measures (Q2485772) (← links)
• Unbounded liabilities, capital reserve requirements and the taxpayer put option (Q2869961) (← links)
• DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE (Q2875722) (← links)
• MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159) (← links)
• COMPOSITION OF TIME-CONSISTENT DYNAMIC MONETARY RISK MEASURES IN DISCRETE TIME (Q3086259) (← links)
• RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK (Q3161735) (← links)
• MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
• Tight Approximations of Dynamic Risk Measures (Q3449453) (← links)
• DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167) (← links)
• CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE‐TIME COHERENT RISK (Q3608733) (← links)
• Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
• Tail VaR Measures in a Multi-period Setting (Q4586032) (← links)
• (Q4628624) (← links)
• DYNAMIC CONIC FINANCE: PRICING AND HEDGING IN MARKET MODELS WITH TRANSACTION COSTS VIA DYNAMIC COHERENT ACCEPTABILITY INDICES (Q4916239) (← links)
• (Q4998920) (← links)
• Time-consistent and market-consistent actuarial valuation of the participating pension contract (Q5003351) (← links)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)