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~subject:"Dynamic risk measure"
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Dynamic risk measure
Measurement
39
Messung
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Risk measure
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Feinstein, Zachary
2
Ararat, Çağın
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Chen, Yanhong
1
Madan, Dilip B.
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Pistorius, M.
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Stadje, M.
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Finance and stochastics
International journal of theoretical and applied finance
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SFB 373 Discussion Paper
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1
Set-valued dynamic risk measures for processes and for vectors
Chen, Yanhong
;
Feinstein, Zachary
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 505-533
Persistent link: https://www.econbiz.de/10013440234
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2
Set-valued risk measures as backward stochastic difference inclusions and equations
Ararat, Çağın
;
Feinstein, Zachary
- In:
Finance and stochastics
25
(
2021
)
1
,
pp. 43-76
Persistent link: https://www.econbiz.de/10012433511
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3
On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation
Madan, Dilip B.
;
Pistorius, M.
;
Stadje, M.
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1073-1102
Persistent link: https://www.econbiz.de/10011944476
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