Pages that link to "Item:Q5169670"
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The following pages link to External Risk Measures and Basel Accords (Q5169670):
Displaying 50 items.
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Natural risk measures (Q317544) (← links)
- Multi-objective portfolio optimization considering the dependence structure of asset returns (Q319400) (← links)
- Minimizing value-at-risk in single-machine scheduling (Q513548) (← links)
- Regulator-based risk statistics for portfolios (Q782118) (← links)
- Quantifying market risk with value-at-risk or expected shortfall? -- Consequences for capital requirements and model risk (Q1656799) (← links)
- Solvency II solvency capital requirement for life insurance companies based on expected shortfall (Q1689024) (← links)
- Optimal investment under VaR-regulation and minimum insurance (Q1742722) (← links)
- Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
- A parsimonious parametric model for generating margin requirements for futures (Q1991253) (← links)
- Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
- Capturing deep tail risk via sequential learning of quantile dynamics (Q2007859) (← links)
- A new robust risk measure: quantile shortfall (Q2024978) (← links)
- Risk parity with expectiles (Q2030685) (← links)
- Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
- On the elicitability of range value at risk (Q2063037) (← links)
- Simulation methods for robust risk assessment and the distorted mix approach (Q2076947) (← links)
- Hedging-based utility risk measure customized for individual investors (Q2084022) (← links)
- Optimal scenario-dependent multivariate shortfall risk measure and its application in risk capital allocation (Q2106746) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Scenario-based risk evaluation (Q2238773) (← links)
- A composition between risk and deviation measures (Q2288942) (← links)
- Quasiconvex risk statistics with scenario analysis (Q2342735) (← links)
- Decision-making from a risk assessment perspective for corporate mergers and acquisitions (Q2355199) (← links)
- Characterization of acceptance sets for co-monotone risk measures (Q2397861) (← links)
- Set-valued risk statistics with scenario analysis (Q2406800) (← links)
- Optimal risk transfer under quantile-based risk measurers (Q2446006) (← links)
- Verification of internal risk measure estimates (Q2520725) (← links)
- Asymptotic stability of empirical processes and related functionals (Q2633763) (← links)
- Robust estimation of superhedging prices (Q2656605) (← links)
- Risk quantification and validation for Bitcoin (Q2661514) (← links)
- COHERENCE AND ELICITABILITY (Q2831006) (← links)
- Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds (Q2956062) (← links)
- On the Measurement of Economic Tail Risk (Q3178757) (← links)
- Characterization, Robustness, and Aggregation of Signed Choquet Integrals (Q3387911) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- Dynamic mean–VaR portfolio selection in continuous time (Q4555169) (← links)
- A smooth non-parametric estimation framework for safety-first portfolio optimization (Q4619492) (← links)
- Risk contributions: duality and sensitivity (Q4619540) (← links)
- PROFIT SHARING IN HEDGE FUNDS (Q4635031) (← links)
- A Theory for Measures of Tail Risk (Q4958558) (← links)
- Quantile-Based Risk Sharing (Q4971388) (← links)
- Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk (Q4971562) (← links)
- Robustness in the Optimization of Risk Measures (Q5031002) (← links)
- Multivariate convex risk statistics with scenario analysis (Q5077922) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
- Portfolio Optimization with Nonparametric Value at Risk: A Block Coordinate Descent Method (Q5136074) (← links)
- (Q5158544) (← links)
- DYNAMIC MEAN-VARIANCE PORTFOLIOS WITH RISK BUDGET (Q5221483) (← links)
