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  • Search: subject:"star-shaped risk measures"
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Year of publication
Subject
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Measurement 3 Messung 3 Risiko 3 Risikomaß 3 Risk 3 Risk measure 3 Decision under risk 2 Entscheidung unter Risiko 2 Portfolio selection 2 Portfolio-Management 2 Risikomanagement 2 Risk management 2 Star-shaped risk measures 2 Theorie 2 Theory 2 Aktienindex 1 Capital income 1 Consistent risk measures 1 Erwartungsnutzen 1 Expected utility 1 Gain-loss ratio 1 Index 1 Index number 1 Kapitaleinkommen 1 Performance measurement 1 Performance measures 1 Performance-Messung 1 Risk adjusted return on capital 1 Risk sharing 1 Star-shaped acceptability indexes 1 Stock index 1 convex risk measures 1 dual characterization 1 good-deals 1 portfolio selection 1 star-shaped risk measures 1 ρ-arbitrage 1 ρ-consistent pricing 1
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Undetermined 2 Free 1
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Herdegen, Martin 1 Khan, Nazem 1 Liebrich, Felix-Benedikt 1 Righi, Marcelo Brutti 1
Published in...
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Finance and stochastics 1 Insurance : mathematics and economics 1 Mathematics of operations research 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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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
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ρ-arbitrage and ρ-consistent pricing for star-shaped risk measures
Herdegen, Martin; Khan, Nazem - In: Mathematics of operations research 50 (2025) 2, pp. 1555-1583
Persistent link: https://www.econbiz.de/10015444126
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Star-shaped acceptability indexes
Righi, Marcelo Brutti - In: Insurance : mathematics and economics 117 (2024), pp. 170-181
Persistent link: https://www.econbiz.de/10015066973
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