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Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela - In: Mathematics and financial economics 9 (2015) 2, pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
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Measuring risk with multiple eligible assets
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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On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio; Tangpi, Ludovic - In: Mathematics and financial economics 14 (2020) 3, pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
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Dual representations for systemic risk measures based on acceptance sets
Arduca, Maria; Koch Medina, Pablo; Munari, Cosimo-Andrea - In: Mathematics and financial economics 15 (2021) 1, pp. 155-184
Persistent link: https://www.econbiz.de/10012433636