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Risk measures for processes and BSDEs
Penner, Irina; Réveillac, Anthony - In: Finance and stochastics 19 (2015) 1, pp. 23-66
Persistent link: https://www.econbiz.de/10011417006
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Multi-portfolio time consistency for set-valued convex and coherent risk measures
Feinstein, Zachary; Rudloff, Birgit - In: Finance and stochastics 19 (2015) 1, pp. 67-107
Persistent link: https://www.econbiz.de/10011417030
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Aggregation-robustness and model uncertainty of regulatory risk measures
Embrechts, Paul; Wang, Bin; Wang, Ruodu - In: Finance and stochastics 19 (2015) 4, pp. 763-790
Persistent link: https://www.econbiz.de/10011420503
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Universal arbitrage aggregator in discrete-time markets under uncertainty
Burzoni, Matteo; Frittelli, Marco; Maggis, Marco - In: Finance and stochastics 20 (2016) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011459932
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Consistent price systems under model uncertainty
Bouchard, Bruno; Nutz, Marcel - In: Finance and stochastics 20 (2016) 1, pp. 83-98
Persistent link: https://www.econbiz.de/10011459977
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Weakly time consistent concave valuations and their dual representations
Roorda, Berend; Schumacher, Johannes M. - In: Finance and stochastics 20 (2016) 1, pp. 123-151
Persistent link: https://www.econbiz.de/10011460026
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In the insurance business risky investments are dangerous : the case of negative risk sums
Kabanov, Jurij M.; Pergamenshchikov, Serguei - In: Finance and stochastics 20 (2016) 2, pp. 355-379
Persistent link: https://www.econbiz.de/10011471125
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Precautionary buffers and stochastic dependence in environmental policy
Holzer, Jorge; Olson, Lars J. - In: Journal of environmental economics and management : … 106 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012649139
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Concavity, stochastic utility, and risk aversion
Jarrow, Robert A.; Li, Siguang - In: Finance and stochastics 25 (2021) 2, pp. 311-330
Persistent link: https://www.econbiz.de/10012499688
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How certain are we about the certainty-equivalent long term social discount rate?
Freeman, Mark C.; Groom, Benjamin - In: Journal of environmental economics and management : … 79 (2016), pp. 152-168
Persistent link: https://www.econbiz.de/10011614055