Pages that link to "Item:Q5700136"
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The following pages link to A SHORT NOTE ON SECOND‐ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES (Q5700136):
Displayed 10 items.
- Risk-averse dynamic programming for Markov decision processes (Q607497) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- A new integral for capacities (Q1006563) (← links)
- Kusuoka representation of higher order dual risk measures (Q2430606) (← links)
- Dilatation monotonous Choquet integrals (Q2581296) (← links)
- RISK MEASURES: RATIONALITY AND DIVERSIFICATION (Q3100754) (← links)
- Some properties of distortion risk measures (Q3400021) (← links)
- On a subjective approach to risk measurement (Q3437407) (← links)
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (Q5700134) (← links)