Pages that link to "Item:Q2492174"
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The following pages link to Consistent risk measures for portfolio vectors (Q2492174):
Displaying 50 items.
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- Multivariate extensions of expectiles risk measures (Q515556) (← links)
- Risk measures with comonotonic subadditivity or convexity on product spaces (Q530738) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
- A directional multivariate value at risk (Q896753) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Multivariate risks and depth-trimmed regions (Q1003339) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- On convex risk measures on \(L^{p}\)-spaces (Q1028536) (← links)
- Cash subadditive risk measures for portfolio vectors (Q1637026) (← links)
- Risk tomography (Q1681334) (← links)
- Robust multicriteria risk-averse stochastic programming models (Q1698287) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Set-valued Haezendonck-Goovaerts risk measure and its properties (Q1784884) (← links)
- On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
- Set-valued risk measures for conical market models (Q1938960) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- Risk excess measures induced by hemi-metrics (Q2296116) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Risk bounds for factor models (Q2364531) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Coherent and convex risk measures for portfolios with applications (Q2453932) (← links)
- Multivariate tail conditional expectation for elliptical distributions (Q2520449) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- A Comparison of Techniques for Dynamic Multivariate Risk Measures (Q2805752) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- METRIZATION OF STOCHASTIC DOMINANCE RULES (Q2882693) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
- COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542) (← links)
- Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions (Q4969337) (← links)
- A multivariate CVaR risk measure from the perspective of portfolio risk management (Q5073012) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
- Scalar Multivariate Risk Measures with a Single Eligible Asset (Q5085121) (← links)
- Worst portfolios for dynamic monetary utility processes (Q5085828) (← links)
- CAPITAL ALLOCATION WITH MULTIVARIATE RISK MEASURES: AN AXIOMATIC APPROACH (Q5111487) (← links)
- Deep hedging (Q5234357) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- MULTIVARIATE DYNAMIC CASH SUB-ADDITIVE RISK MEASURES FOR PROCESSES (Q5866977) (← links)
- A new coherent multivariate average-value-at-risk (Q5880387) (← links)
- Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
