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Search: subject:"dual representation"
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dual representation
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1
Does the
dual
representation
system of player agents in international football benefit players? : an economic analysis
Rockerbie, Duane
- In:
Journal of sports economics
25
(
2024
)
7
,
pp. 827-843
Persistent link: https://www.econbiz.de/10015055935
Saved in:
2
An elementary proof of the
dual
representation
of expected shortfall
Herdegen, Martin
;
Munari, Cosimo-Andrea
- In:
Mathematics and financial economics
17
(
2023
)
4
,
pp. 655-662
Persistent link: https://www.econbiz.de/10014448070
Saved in:
3
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and Stochastics
26
(
2022
)
3
,
pp. 461-503
described as optimal stopping of such kind. Based on a generalisation of the additive
dual
representation
of Rogers (Math …
Persistent link: https://www.econbiz.de/10015110490
Saved in:
4
Conflicts of interest, ethical standards, and competition in legal services
Bouckaert, Jan
;
Stennek, Johan
-
2022
Persistent link: https://www.econbiz.de/10013332287
Saved in:
5
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Belomestny, Denis
;
Hübner, Tobias
;
Krätschmer, Volker
- In:
Finance and stochastics
26
(
2022
)
3
,
pp. 461-503
Persistent link: https://www.econbiz.de/10013440233
Saved in:
6
Conflicts of interest, ethical standards, and competition in legal services
Bouckaert, Jan
;
Stennek, Johan
-
2022
Persistent link: https://www.econbiz.de/10013190540
Saved in:
7
Adjusted higher-order expected shortfall
Zou, Zhenfeng
;
Hu, Taizhong
- In:
Insurance : mathematics and economics
115
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015066721
Saved in:
8
Two-stage international portfolio models with higher moment risk measures
He, Xiaolei
;
Zhang, Weiguo
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
Saved in:
9
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014314623
Saved in:
10
A theory for combinations of risk measures
Righi, Marcelo Brutti
- In:
Journal of risk : JOR
25
(
2023
)
4
,
pp. 25-60
Persistent link: https://www.econbiz.de/10014487105
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