Search Results - subject:"convex risk measure"

Cai, Jun; Li, Jonathan Yu-Meng; Mao, Tiantian - In: Operations research 73 (2025) 2, pp. 969-985

Persistent link: https://www.econbiz.de/10015445457

Bastide, D.; Crépey, Stéphane - In: Quantitative finance 25 (2025) 4, pp. 617-631

Persistent link: https://www.econbiz.de/10015534123

Nie, Bingchu; Tian, Dejian; Jiang, Long - In: Mathematics and financial economics 19 (2025) 2, pp. 329-350

Persistent link: https://www.econbiz.de/10015526416

Zou, Zhenfeng; Hu, Taizhong - In: Insurance : mathematics and economics 115 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10015066721

Zou, Zhenfeng; Wu, Qinyu; Xia, Zichao; Hu, Taizhong - In: European journal of operational research : EJOR 306 (2023) 1, pp. 255-268

Persistent link: https://www.econbiz.de/10014276754

Mildenhall, Stephen J. - In: Insurance 105 (2022), pp. 203-210

Persistent link: https://www.econbiz.de/10013349010

Shen, Yang; Siu, Tak Kuen - In: Risks 6 (2018) 1, pp. 1-27

such that a risk metric of an investment portfolio is minimized. By adopting a sub-additive convex risk measure, which …

Persistent link: https://www.econbiz.de/10011996573

Shen, Yang; Siu, Tak Kuen - In: Risks : open access journal 6 (2018) 1, pp. 1-27

such that a risk metric of an investment portfolio is minimized. By adopting a sub-additive convex risk measure, which …

Persistent link: https://www.econbiz.de/10011811551

Li, Tiantian; Kim, Young Shin; Fan, Qi; Zhu, Fumin - In: Mathematical methods of operations research : ZOR 94 (2021) 2, pp. 197-217

Persistent link: https://www.econbiz.de/10012793510

Arai, Takuji; Asano, Takao; Nishide, Katsumasa - In: Insurance 85 (2019), pp. 115-125

Persistent link: https://www.econbiz.de/10011990619

A service of the