Conditional quantiles: an operator-theoretical approach
From MaRDI portal
Publication:6160983
Cites work
- scientific article; zbMATH DE number 5016447 (Why is no real title available?)
- scientific article; zbMATH DE number 847272 (Why is no real title available?)
- AN AXIOMATIZATION OF QUANTILES ON THE DOMAIN OF DISTRIBUTION FUNCTIONS
- Brownian motion martingales and stochastic calculus
- Characterizations of Conditional Comonotonicity
- Conditional comonotonicity
- Dynamic Quantile Models of Rational Behavior
- Integral Representation Without Additivity
- Jensen's inequality for medians
- La multi-application m�dianes conditionnelles
- On conditional weak convergence
- Portfolio selection in quantile decision models
- Probability with Martingales
- Quantile Jensen's inequalities
- Quantile Maximization in Decision Theory*
- Quantile-preserving spread
- Regression Quantiles
- Static and dynamic quantile preferences
- Stochastic calculus for finance. I: The binomial asset pricing model.
- Stochastic finance. An introduction in discrete time
- The concept of comonotonicity in actuarial science and finance: theory.
- Theory of Random Sets
- Using copulae to bound the value-at-risk for functions of dependent risks
This page was built for publication: Conditional quantiles: an operator-theoretical approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6160983)