Pages that link to "Item:Q3417652"

The following pages link to Law invariant convex risk measures for portfolio vectors (Q3417652):

Displaying 21 items.

• Multivariate extensions of expectiles risk measures (Q515556) (← links)
• On optimal allocation of risk vectors (Q661232) (← links)
• Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
• On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
• Dual representations for systemic risk measures based on acceptance sets (Q829214) (← links)
• Worst case portfolio vectors and diversification effects (Q1761436) (← links)
• On Banach spaces of vector-valued random variables and their duals motivated by risk measures (Q1790410) (← links)
• Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
• On a robust risk measurement approach for capital determination errors minimization (Q2212174) (← links)
• Acceptability indexes for portfolio vectors (Q2298184) (← links)
• Four theorems and a financial crisis (Q2353915) (← links)
• MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
• Law invariant risk measures on <i>L</i> ^∞ (ℝ^<i>d</i>)<i /> (Q3104431) (← links)
• Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
• Risk Measures for Portfolio Vectors and Allocation of Risks (Q3606098) (← links)
• Multivariate Shortfall Risk Allocation and Systemic Risk (Q4635243) (← links)
• COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542) (← links)
• Law-Invariant Functionals on General Spaces of Random Variables (Q4987718) (← links)
• Worst portfolios for dynamic monetary utility processes (Q5085828) (← links)
• SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
• Robust risk management via multi-marginal optimal transport (Q6608744) (← links)