The following pages link to Dynamic coherent risk measures (Q2485772):
Displaying 50 items.
- Equilibrium, uncertainty and risk in hydro-thermal electricity systems (Q301665) (← links)
- Benchmarking in two price financial markets (Q315468) (← links)
- Building up time-consistency for risk measures and dynamic optimization (Q320898) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Two-stage portfolio optimization with higher-order conditional measures of risk (Q492815) (← links)
- A dynamic extension of the Foster-Hart measure of riskiness (Q492879) (← links)
- Kuhn's theorem for extensive form Ellsberg games (Q502330) (← links)
- Insurance valuation: a computable multi-period cost-of-capital approach (Q506100) (← links)
- Composite time-consistent multi-period risk measure and its application in optimal portfolio selection (Q518437) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Continuous time portfolio selection under conditional capital at risk (Q609731) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- A stochastic program with time series and affine decision rules for the reservoir management problem (Q723959) (← links)
- Robust optimal control using conditional risk mappings in infinite horizon (Q724507) (← links)
- Time-consistent approximations of risk-averse multistage stochastic optimization problems (Q747773) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Equivalence between time consistency and nested formula (Q827137) (← links)
- Spectral risk measure of holding stocks in the long run (Q827272) (← links)
- On a time consistency concept in risk averse multistage stochastic programming (Q833557) (← links)
- Erratum: Coherent and convex risk measures for unbounded càdlàg processes (Q854288) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Stochastic programming approach to optimization under uncertainty (Q995788) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- An overview of representation theorems for static risk measures (Q1042990) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Dynamically consistent preferences under imprecise probabilistic information (Q1633667) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← links)
- The stochastic mitra-wan forestry model: risk neutral and risk averse cases (Q1650968) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
- Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Probabilistically distorted risk-sensitive infinite-horizon dynamic programming (Q1716491) (← links)
- Monotone trends in inventory-price control under time-consistent coherent risk measure (Q1728237) (← links)
- Time-consistent, risk-averse dynamic pricing (Q1737496) (← links)
- A trade execution model under a composite dynamic coherent risk measure (Q1785321) (← links)
- Minimax and risk averse multistage stochastic programming (Q1926691) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- Scenario decomposition of risk-averse multistage stochastic programming problems (Q1931651) (← links)
- Dynamic consistency for stochastic optimal control problems (Q1931661) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Bounds for nested law invariant coherent risk measures (Q1939679) (← links)
- Time-consistent investment policies in Markovian markets: a case of mean-variance analysis (Q1994404) (← links)
- Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
