Search Results - subject:"set-valued risk measures"

Feinstein, Zachary; Rudloff, Birgit - In: Statistics & Risk Modeling 38 (2022) 3-4, pp. 71-90

consistent set-valued risk measures provided in this paper requires consideration of the entire family of scalarizations. In this …

Persistent link: https://www.econbiz.de/10014621279

Centrone, Francesca; Rosazza Gianin, Emanuela - In: International journal of theoretical and applied finance 23 (2020) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10012270884

Chen, Yanhong; Hu, Yijun - In: International journal of theoretical and applied finance 23 (2020) 3, pp. 1-42

Persistent link: https://www.econbiz.de/10012270994

Chen, Yanhong; Hu, Yijun - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-18

Persistent link: https://www.econbiz.de/10012019780

Feinstein, Zachary; Rudloff, Birgit - In: Quantitative finance 18 (2018) 12, pp. 1971-1990

Persistent link: https://www.econbiz.de/10012262932

Chen, Yanhong; Hu, Yijun - In: Mathematics and financial economics 12 (2018) 3, pp. 305-333

Persistent link: https://www.econbiz.de/10011963856

Haier, Andreas; Molčanov, Il'ja S.; Schmutz, Michael - In: Annals of finance 12 (2016) 3/4, pp. 363-392

Persistent link: https://www.econbiz.de/10011571512

Feinstein, Zachary; Rudloff, Birgit - In: Finance and Stochastics 19 (2015) 1, pp. 67-107

coherent set-valued risk measures on <InlineEquation ID="IEq1"> <EquationSource Format …

Persistent link: https://www.econbiz.de/10011151670

Feinstein, Zachary; Rudloff, Birgit - In: Finance and stochastics 19 (2015) 1, pp. 67-107

Persistent link: https://www.econbiz.de/10011417030

Farkas, Walter; Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Mathematics and financial economics 9 (2015) 1, pp. 3-27

Persistent link: https://www.econbiz.de/10010500704

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