Pages that link to "Item:Q1424692"
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The following pages link to Convex measures of risk and trading constraints (Q1424692):
Displaying 50 items.
- Model-independent superhedging under portfolio constraints (Q261914) (← links)
- A representation of risk measures (Q272219) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Two-stage stochastic linear programs with incomplete information on uncertainty (Q297173) (← links)
- Mean-risk analysis with enhanced behavioral content (Q297400) (← links)
- Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
- 2-coherent and 2-convex conditional lower previsions (Q313137) (← links)
- Stochastic linear programming games with concave preferences (Q319166) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Risk shaping in production planning problem with pricing under random yield (Q323120) (← links)
- Optimal portfolio selection via conditional convex risk measures on \(L ^{p }\) (Q354666) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Capturing parameter risk with convex risk measures (Q362040) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Liquidity risks on power exchanges: a generalized Nash equilibrium model (Q368744) (← links)
- Jensen's inequality for monetary utility functions (Q372209) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
- On the generalized risk measures (Q377908) (← links)
- Coherent risk measures in general economic models and price bubbles (Q386059) (← links)
- Likelihood decision functions (Q391837) (← links)
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- Are quantile risk measures suitable for risk-transfer decisions? (Q414617) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- Tail risk of multivariate regular variation (Q429988) (← links)
- Money matters: an axiomatic theory of the endowment effect (Q431229) (← links)
- Market price-based convex risk measures: a distribution-free optimization approach (Q435754) (← links)
- Statistically efficient construction of \(a\)-risk-minimizing portfolio (Q444218) (← links)
- The Goodman-Nguyen relation within imprecise probability theory (Q459043) (← links)
- Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
- On a class of law invariant convex risk measures (Q483720) (← links)
- Risk preferences on the space of quantile functions (Q484133) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Diversification, protection of liability holders and regulatory arbitrage (Q506381) (← links)
- Certainty equivalent measures of risk (Q513613) (← links)
- Support vector machines based on convex risk functions and general norms (Q513637) (← links)
- Risk-based optimal investment and proportional reinsurance of an insurer with hidden regime switching (Q517215) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments (Q545342) (← links)
- Recent progress in random metric theory and its applications to conditional risk measures (Q547405) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)