Pages that link to "Item:Q850394"
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The following pages link to Dynamic monetary risk measures for bounded discrete-time processes (Q850394):
Displaying 50 items.
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Conditional preference orders and their numerical representations (Q268632) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Asymptotically stable dynamic risk assessments (Q308416) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective (Q320900) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← 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)
- Weak topologies for modules over rings of bounded random variables (Q743200) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- A note on the Swiss solvency test risk measure (Q931168) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- Separation and duality in locally \(L^0\)-convex modules (Q1028318) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Dynamic consistency for stochastic optimal control problems (Q1931661) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Representation results for law invariant time consistent functions (Q1932525) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
- Asset pricing theory for two price economies (Q2018556) (← links)
- Comparison theorems for some backward stochastic Volterra integral equations (Q2018558) (← links)
