Pages that link to "Item:Q3502167"
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The following pages link to DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES (Q3502167):
Displaying 50 items.
- Weakly time consistent concave valuations and their dual representations (Q261920) (← links)
- Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver (Q265658) (← links)
- Dynamic no-good-deal pricing measures and extension theorems for linear operators on \(L^\infty\) (Q354197) (← links)
- Multi-portfolio time consistency for set-valued convex and coherent risk measures (Q486928) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Partial equilibria with convex capital requirements: existence, uniqueness and stability (Q666436) (← links)
- Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles (Q693031) (← links)
- Gain-loss based convex risk limits in discrete-time trading (Q693201) (← links)
- Optimal static-dynamic hedges for exotic options under convex risk measures (Q734655) (← links)
- Weak topologies for modules over rings of bounded random variables (Q743200) (← links)
- Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- Time consistent dynamic risk processes (Q1004410) (← links)
- A maximum principle approach to risk indifference pricing with partial information (Q1009400) (← links)
- To split or not to split: Capital allocation with convex risk measures (Q1017768) (← links)
- Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk (Q1045982) (← links)
- Risk measurement and risk-averse control of partially observable discrete-time Markov systems (Q1616832) (← links)
- Time consistency for set-valued dynamic risk measures for bounded discrete-time processes (Q1648896) (← 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)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Recursiveness of indifference prices and translation-invariant preferences (Q1932524) (← links)
- Convex risk measures on Orlicz spaces: inf-convolution and shortfall (Q1932533) (← links)
- Gas storage valuation in incomplete markets (Q2028869) (← links)
- Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
- Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures (Q2030696) (← links)
- A class of stochastic Fredholm-algebraic equations and applications in finance (Q2033771) (← links)
- Hedging-based utility risk measure customized for individual investors (Q2084022) (← links)
- Process-based risk measures and risk-averse control of discrete-time systems (Q2118073) (← links)
- Convexity and sublinearity of \(g\)-expectations (Q2170234) (← links)
- Risk forms: representation, disintegration, and application to partially observable two-stage systems (Q2189442) (← links)
- Risk sharing for capital requirements with multidimensional security markets (Q2274226) (← links)
- The strictest common relaxation of a family of risk measures (Q2276204) (← links)
- A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
- Time-consistency of risk measures: how strong is such a property? (Q2331015) (← links)
- Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures (Q2342737) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
- Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
- Convex pricing by a generalized entropy penalty (Q2426607) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Pricing and hedging European options with discrete-time coherent risk (Q2463721) (← links)