Pages that link to "Item:Q6054408"
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The following pages link to Mean‐ portfolio selection and ‐arbitrage for coherent risk measures (Q6054408):
Displaying 6 items.
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- An elementary proof of the dual representation of expected shortfall (Q6146112) (← links)
- Fundamental theorem of asset pricing with acceptable risk in markets with frictions (Q6166338) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Risk concentration and the mean-expected shortfall criterion (Q6641074) (← links)
- Lower semicontinuity of monotone functionals in the mixed topology on \(C_b\) (Q6659483) (← links)
