Pages that link to "Item:Q5700134"
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The following pages link to A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134):
Displaying 45 items.
- The center of a convex set and capital allocation (Q319165) (← links)
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Comonotonicity, efficient risk-sharing and equilibria in markets with short-selling for concave law-invariant utilities (Q433148) (← links)
- Dilatation monotonicity and convex order (Q468115) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- Kusuoka representations of coherent risk measures in general probability spaces (Q492837) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- A numerical approach for a class of risk-sharing problems (Q533900) (← links)
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Two-persons efficient risk-sharing and equilibria for concave law-invariant utilities (Q929349) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Optimal risk sharing with general deviation measures (Q1931641) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- Minimal representation of insurance prices (Q2347070) (← links)
- Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
- Are generalized call-spreads efficient? (Q2457249) (← links)
- The natural Banach space for version independent risk measures (Q2513597) (← links)
- Inverse portfolio problem with mean-deviation model (Q2514720) (← links)
- Robust optimal risk sharing and risk premia in expanding pools (Q2520446) (← links)
- Mean-field BSDEs with jumps and dual representation for global risk measures (Q2699279) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- OPTIMALITY OF PAYOFFS IN LÉVY MODELS (Q2929383) (← links)
- ON THE PENALTY FUNCTION AND ON CONTINUITY PROPERTIES OF RISK MEASURES (Q3086260) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961) (← links)
- Extended Gini-Type Measures of Risk and Variability (Q4562725) (← links)
- Premiums and reserves, adjusted by distortions (Q4576801) (← links)
- On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
- Optimal payoffs under state-dependent preferences (Q4683070) (← links)
- SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION (Q4906536) (← links)
- COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542) (← links)
- COOPERATIVE GAMES WITH GENERAL DEVIATION MEASURES (Q4917303) (← links)
- Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
- Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
- CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION MEASURES (Q5305599) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- Portfolio selection based on extended Gini shortfall risk measures (Q6139263) (← links)
