Pages that link to "Item:Q5169654"
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The following pages link to Risk Preferences and Their Robust Representation (Q5169654):
Displaying 45 items.
- Conditional preference orders and their numerical representations (Q268632) (← links)
- Complete duality for quasiconvex and convex set-valued functions (Q288327) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Riskiness for sets of gambles (Q403706) (← links)
- Beyond cash-additive risk measures: when changing the numéraire fails (Q471176) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Diversification preferences in the theory of choice (Q524890) (← links)
- Introduction to convex optimization in financial markets (Q715237) (← links)
- Capital allocation à la Aumann-Shapley for non-differentiable risk measures (Q723951) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- On coherent risk measures induced by convex risk measures (Q1657812) (← links)
- Optimal reinsurance under risk and uncertainty on Orlicz hearts (Q1667416) (← links)
- Model spaces for risk measures (Q1681096) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- Disentangling price, risk and model risk: V\&R measures (Q1744203) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Conditionally evenly convex sets and evenly quasi-convex maps (Q2019223) (← links)
- Multi-utility representations of incomplete preferences induced by set-valued risk measures (Q2022756) (← links)
- Capital allocation rules and acceptance sets (Q2024123) (← links)
- Jensen's inequality connected with a double random good (Q2082293) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
- Law-invariant functionals that collapse to the mean: beyond convexity (Q2155557) (← links)
- Automatic Fatou property of law-invariant risk measures (Q2155837) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← 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)
- Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
- A von Neumann-Morgenstern representation result without weak continuity assumption (Q2427838) (← links)
- Existence and computation of the Aumann-Serrano index of riskiness and its extension (Q2441226) (← links)
- Minkowski deviation measures (Q2679207) (← links)
- Dynamic assessment indices (Q2803410) (← links)
- MULTIVARIATE RISK MEASURES: A CONSTRUCTIVE APPROACH BASED ON SELECTIONS (Q2831005) (← links)
- Weak Closedness of Monotone Sets of Lotteries and Robust Representation of Risk Preferences (Q2841945) (← links)
- RISK MEASURES ON P(R) AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION (Q2875724) (← links)
- Dual representation of monotone convex functions on 𝐿⁰ (Q3103281) (← links)
- Representation of increasing convex functionals with countably additive measures (Q3381901) (← links)
- Surplus-Invariant Risk Measures (Q3387927) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Portfolio optimization with two quasiconvex risk measures (Q5100236) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Are law-invariant risk functions concave on distributions? (Q5417590) (← links)
- A framework for measures of risk under uncertainty (Q6130333) (← links)
