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Search: subject:"Consistent risk measures"
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Consistent risk measures
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partially complete markets
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risk management
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storable commodities
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time-consistent risk measures
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Liebrich, Felix-Benedikt
3
Anupindi, Ravi
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Devalkar, Sripad K.
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Munari, Cosimo
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Munari, Cosimo-Andrea
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Sinha, Amitabh
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Finance and stochastics
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Manufacturing & service operations management : M & SOM
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ECONIS (ZBW)
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Risk sharing under heterogeneous beliefs without convexity
Liebrich, Felix-Benedikt
- In:
Finance and stochastics
28
(
2024
)
4
,
pp. 999-1033
Persistent link: https://www.econbiz.de/10015130543
Saved in:
2
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity
Liebrich, Felix-Benedikt
;
Munari, Cosimo
- In:
Mathematics and Financial Economics
16
(
2022
)
3
,
pp. 447-480
" for quasiconvex functionals. In the special cases of
consistent
risk
measures
and Choquet integrals, we can even dispense …
Persistent link: https://www.econbiz.de/10015271500
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3
Law-invariant functionals that collapse to the mean : beyond convexity
Liebrich, Felix-Benedikt
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
16
(
2022
)
3
,
pp. 447-480
Persistent link: https://www.econbiz.de/10013438862
Saved in:
4
Dynamic risk management of commodity operations : model and analysis
Devalkar, Sripad K.
;
Anupindi, Ravi
;
Sinha, Amitabh
- In:
Manufacturing & service operations management : M & SOM
20
(
2018
)
2
,
pp. 317-332
Persistent link: https://www.econbiz.de/10011876715
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