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A note on portfolio selections under various risk measures
Giorgi, Enrico De - 2002
Persistent link: https://www.econbiz.de/10001745739
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Superhedging and dynamic risk measures under volatility uncertainty
Nutz, Marcel; Soner, Halil Mete - 2010
We consider dynamic sublinear expectations (i.e., time-consistent coherent risk measures) whose scenario sets consist …
Persistent link: https://www.econbiz.de/10008797677
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Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter; Weber, Martin - 2001
Persistent link: https://www.econbiz.de/10011544966
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Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter; Weber, Martin - 2001
Persistent link: https://www.econbiz.de/10001635448
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Heterogeneity of investors and asset pricing in a risk-value world
Franke, Günter; Weber, Martin - 2003
Persistent link: https://www.econbiz.de/10001748020
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Decision making with convex risk measures: theoretical foundations and applications to finance and insurance
Rischau, Robert - 2018
Persistent link: https://www.econbiz.de/10011897637
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The international commonality of idiosyncratic variances
Bekaert, Geert; Wang, Xue Phyllis; Zhang, Xiaoyan - 2023
Persistent link: https://www.econbiz.de/10014325906
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Essays on dual risk measures and the asymptotic term structure
Schulze, Klaas (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872174
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On dynamic coherent and convex risk measures : risk optimal behavior and information gains
Engelage, Daniel (contributor) - 2009
Persistent link: https://www.econbiz.de/10003872175
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Comparing risks by acceptance and rejection
Hart, Sergiu - 2010
Persistent link: https://www.econbiz.de/10003949775