Entity usage

This page lists pages that use the given entity (e.g. Q42). The list is sorted by descending page ID, so that newer pages are listed first.

Showing below up to 50 results in range #1 to #50.

Approximations of empirical probability generating processes: Label: en
Optimal portfolios with expected loss constraints and shortfall risk optimal martingale measures: Label: en
On low dimensional case in the fundamental asset pricing theorem with transaction costs: Label: en
Perpetual convertible bonds in jump-diffusion models: Label: en
Optimal consumption strategies under model uncertainty: Label: en
A Bayesian sequential testing problem of three hypotheses for Brownian motion: Label: en
Law invariant risk measures on L ^∞ (ℝ^d): Label: en
Multivariate log-concave distributions as a nearly parametric model: Label: en
Optimal dividend-payout in random discrete time: Label: en
Complete duality for quasiconvex dynamic risk measures on modules of the L ^p-type: Label: en
Spatial risk measures and their local specification: The locally law-invariant case: Label: en
On dependence consistency of CoVaRand some other systemic risk measures: Label: en
Optimal control of interbank contagion under complete information: Label: en
Central clearing of OTC derivatives: Bilateral vs multilateral netting: Label: en
Foreword: Label: en
A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties: Label: en
Rate of convergence of the density estimation of regression residual: Label: en
Properties of hierarchical Archimedean copulas: Label: en
Perpetual American options in a diffusion model with piecewise-linear coefficients: Label: en
ADAPTIVE ESTIMATION IN LINEAR REGRESSION: Label: en
Mean-risk optimization for index tracking: Label: en
Monetary utility over coherent risk ratios: Label: en
On the optimal risk allocation problem: Label: en
Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints: Label: en
Robust utility maximization in a stochastic factor model: Label: en
Law invariant convex risk measures for portfolio vectors: Label: en
Convex risk measures and the dynamics of their penalty functions: Label: en
On distortion functionals: Label: en
Dilatation monotone and comonotonic additive risk measures represented as Choquet integrals: Label: en
Risk measurement with equivalent utility principles: Label: en
Ordering of multivariate risk models with respect to extreme portfolio losses: Label: en
Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm: Label: en
PCA-kernel estimation: Label: en
Conditional risk and acceptability mappings as Banach-lattice valued mappings: Label: en
Erratum to: Dependence properties of dynamic credit risk models: Label: en
Asymptotic expansions for conditional moments of Bernoulli trials: Label: en
The covariance structure of cml-estimates in the Rasch model: Label: en
Minimum VaR and minimum CVaR optimal portfolios: Estimators, confidence regions, and tests: Label: en
Test on components of mixture densities: Label: en
Central limit theorem for the integrated squared error of the empirical second-order product density and goodness-of-fit tests for stationary point processes: Label: en
Well-balanced Lévy driven Ornstein–Uhlenbeck processes: Label: en
On the exact distribution of the estimated expected utility portfolio weights: Theory and applications: Label: en
Risk margin for a non-life insurance run-off: Label: en
A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market: Label: en
Dependence properties of dynamic credit risk models: Label: en
Adaptive estimation for an inverse regression model with unknown operator: Label: en
On the functional local linear estimate for spatial regression: Label: en
Dynamic structured copula models: Label: en
Bernstein estimator for unbounded copula densities: Label: en
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50: Label: en