Pages that link to "Item:Q1879914"

The following pages link to On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914):

Displaying 33 items.

• Cost-efficient contingent claims with market frictions (Q253119) (← links)
• Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing (Q377458) (← links)
• Comparative and qualitative robustness for law-invariant risk measures (Q468411) (← links)
• Testing composite hypotheses via convex duality (Q627299) (← links)
• Optimization of expected shortfall on convex sets (Q889467) (← links)
• A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• On efficient portfolio selection using convex risk measures (Q1932548) (← links)
• Optimal stopping under probability distortion (Q1948688) (← links)
• Approximation of CVaR minimization for hedging under exponential-Lévy models (Q2012597) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
• Risk management with expected shortfall (Q2230765) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
• Consistent risk measures for portfolio vectors (Q2492174) (← links)
• Stochastic orders and risk measures: consistency and bounds (Q2507945) (← links)
• OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596) (← links)
• PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
• Risk Measures and Robust Optimization Problems (Q3424149) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• Robust optimization of consumption with random endowment (Q3541204) (← links)
• ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961) (← links)
• Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
• On the Method of Optimal Portfolio Choice by Cost-Efficiency (Q4682703) (← links)
• Construction and Hedging of Optimal Payoffs in Lévy Models (Q4976508) (← links)
• Risk Aversion in Regulatory Capital Principles (Q5112721) (← links)
• Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
• A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)
• ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
• Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
• Robust utility maximisation with intractable claims (Q6074011) (← links)
• Portfolio Optimization within a Wasserstein Ball (Q6091091) (← links)