Pages that link to "Item:Q1932525"
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The following pages link to Representation results for law invariant time consistent functions (Q1932525):
Displaying 43 items.
- Long run risk sensitive portfolio with general factors (Q283999) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Two price economies in continuous time (Q470719) (← links)
- Dynamic quasi concave performance measures (Q478133) (← links)
- Controlled Markov decision processes with AVaR criteria for unbounded costs (Q515747) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Strongly consistent multivariate conditional risk measures (Q1648900) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- A unified framework for stochastic optimization (Q1719609) (← links)
- Conditional expectiles, time consistency and mixture convexity properties (Q1799643) (← links)
- Time consistency of dynamic risk measures (Q1939680) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Commonotonicity and time-consistency for Lebesgue-continuous monetary utility functions (Q2049554) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Law invariant risk measures and information divergences (Q2283649) (← links)
- Convex risk functionals: representation and applications (Q2292181) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Golden options in financial mathematics (Q2323338) (← links)
- An algorithm for sequential tail value at risk for path-independent payoffs in a binomial tree (Q2430615) (← links)
- Nonexponential Sanov and Schilder theorems on Wiener space: BSDEs, Schrödinger problems and control (Q2657911) (← links)
- Risk transference constraints in optimal reinsurance (Q2670119) (← links)
- Time-Consistent Decisions and Temporal Decomposition of Coherent Risk Functionals (Q2806826) (← links)
- Multilevel Optimization Modeling for Risk-Averse Stochastic Programming (Q2806871) (← links)
- A note on robust representations of law-invariant quasiconvex functions (Q3178352) (← links)
- Dynamic Limit Growth Indices in Discrete Time (Q3194564) (← links)
- (Q3299448) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Minimizing CVaR in global dynamic hedging with transaction costs (Q5001143) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Liquidity, Risk Measures, and Concentration of Measure (Q5219672) (← links)
- Spatial Risk Measures: Local Specification and Boundary Risk (Q5374165) (← links)
- AN ITERATIVITY CONDITION FOR THE MEAN-VALUE PRINCIPLE UNDER CUMULATIVE PROSPECT THEORY (Q5398343) (← links)
- Bayes risk, elicitability, and the Expected Shortfall (Q6054377) (← links)
- Certainty equivalent control of discrete time Markov processes with the average reward functional (Q6069647) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
