Pages that link to "Item:Q4906542"
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The following pages link to COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542):
Displaying 39 items.
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- Vector quantile regression: an optimal transport approach (Q292882) (← links)
- Set-valued average value at risk and its computation (Q356482) (← links)
- On multivariate extensions of value-at-risk (Q391656) (← links)
- Dual theory of choice with multivariate risks (Q435913) (← links)
- Coupled projects, core imputations, and the CAPM (Q443759) (← links)
- Foreword to the special issue devoted to Professor Ivar Ekeland's 70th birthday (Q475310) (← 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)
- Multivariate comonotonicity (Q1041082) (← links)
- Coherent and convex loss-based risk measures for portfolio vectors (Q1746035) (← 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)
- Semi-parametric estimation of multivariate extreme expectiles (Q2034472) (← links)
- Multidimensional inequalities and generalized quantile functions (Q2061112) (← links)
- Multivariate coherent risk measures induced by multivariate convex risk measures (Q2188367) (← links)
- A note on the regularity of optimal-transport-based center-outward distribution and quantile functions (Q2201563) (← links)
- Center-outward quantiles and the measurement of multivariate risk (Q2212163) (← links)
- Weak comonotonicity (Q2282525) (← links)
- Acceptability indexes for portfolio vectors (Q2298184) (← links)
- Estimating covariate functions associated to multivariate risks: a level set approach (Q2352397) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- Vector quantile regression beyond the specified case (Q2404414) (← links)
- Vector copulas (Q2697978) (← links)
- Capital allocation with multivariate convex risk measures (Q2698586) (← links)
- Local Utility and Multivariate Risk Aversion (Q2806814) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- SET-VALUED DYNAMIC RISK MEASURES FOR BOUNDED DISCRETE-TIME PROCESSES (Q3304202) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
- Worst portfolios for dynamic monetary utility processes (Q5085828) (← links)
- Extreme dependence for multivariate data (Q5245458) (← links)
- SET-VALUED LAW INVARIANT COHERENT AND CONVEX RISK MEASURES (Q5377000) (← links)
- Estimation of multivariate conditional-tail-expectation using Kendall's process (Q5419464) (← links)
- Systemic risk statistics with scenario analysis (Q5866094) (← links)
- MULTIVARIATE DYNAMIC CASH SUB-ADDITIVE RISK MEASURES FOR PROCESSES (Q5866977) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
- Robust risk management via multi-marginal optimal transport (Q6608744) (← links)
- Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563) (← links)
