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The natural Banach space for version independent risk measures
Pichler, Alois, (2013)
Entropy based risk measures
Pichler, Alois, (2020)
Risk sharing with lambda value at risk
Liu, Peng, (2025)
Multi-stock portfolio optimization under prospect theory
Pirvu, Traian A., (2012)
Advances in multivariate back-testing for credit risk underestimation
Coppens, François, (2016)
General Dual Measures of Riskiness
Schulze, Klaas, (2016)