Dynamic systemic risk measures for bounded discrete time processes
From MaRDI portal
Publication:2274151
Recommendations
Cites work
- scientific article; zbMATH DE number 3465097 (Why is no real title available?)
- scientific article; zbMATH DE number 2046106 (Why is no real title available?)
- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- A supermartingale relation for multivariate risk measures
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective
- A unified approach to systemic risk measures via acceptance sets
- A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
- Coherent measures of risk
- Coherent multiperiod risk adjusted values and Bellman's principle
- Composition of time-consistent dynamic monetary risk measures in discrete time
- Convex measures of risk and trading constraints
- Dynamic coherent risk measures
- Dynamic convex risk measures: time consistency, prudence, and sustainability.
- Dynamic monetary risk measures for bounded discrete-time processes
- Dynamic risk measures
- Infinite dimensional analysis. A hitchhiker's guide.
- Measures of systemic risk
- Multivariate Shortfall Risk Allocation and Systemic Risk
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles
- Risk-consistent conditional systemic risk measures
- Stochastic finance. An introduction in discrete time
- Systemic risk measures on general measurable spaces
- The structure of \(m\)-stable sets and in particular of the set of risk neutral measures
Cited in
(6)
This page was built for publication: Dynamic systemic risk measures for bounded discrete time processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2274151)