Narrow search
Showing 1 - 10 of 18
Cover Image
Benchmarked risk minimization
Du, Ke; Platen, Eckhard - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 617-637
Persistent link: https://www.econbiz.de/10011583786
Cover Image
Multidimensional dynamic risk measure via conditional g-expectation
Xu, Yuhong - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 638-673
Persistent link: https://www.econbiz.de/10011583787
Cover Image
Coherence and elicitability
Ziegel, Johanna F. - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 901-918
Persistent link: https://www.econbiz.de/10011583809
Cover Image
Valuations and dynamic convex risk measures
Jobert, A.; Rogers, Leonard C. G. - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10003643454
Cover Image
Long horizons, high risk aversion, and endogenous spreads
Guasoni, Paolo; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 25 (2015) 4, pp. 724-753
Persistent link: https://www.econbiz.de/10011350524
Cover Image
Risk metrics and fine tuning of high-frequency trading strategies
Cartea, Álvaro; Jaimungal, Sebastian - In: Mathematical finance : an international journal of … 25 (2015) 3, pp. 576-611
Persistent link: https://www.econbiz.de/10011350564
Cover Image
Utility maximization under model uncertainty in discrete time
Nutz, Marcel - In: Mathematical finance : an international journal of … 26 (2016) 2, pp. 252-268
Persistent link: https://www.econbiz.de/10011577139
Cover Image
Multivariate risk measures : a constructive approach based on selections
Molčanov, Il'ja S.; Cascos, Ignacio - In: Mathematical finance : an international journal of … 26 (2016) 4, pp. 867-900
Persistent link: https://www.econbiz.de/10011583808
Cover Image
On arbitrage and duality under model uncertainty and portfolio constraints
Bayraktar, Erhan; Zhou, Zhou - In: Mathematical finance : an international journal of … 27 (2017) 4, pp. 988-1012
Persistent link: https://www.econbiz.de/10011765002
Cover Image
Convex risk measures for good deal bounds
Arai, Takuji; Fukasawa, Masaaki - In: Mathematical finance : an international journal of … 24 (2014) 3, pp. 464-484
Persistent link: https://www.econbiz.de/10010484270