Distortion risk measures: Prudence, coherence, and the expected shortfall.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 4, p. 1291, doi. 10.1111/mafi.12435
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- Publication type:
- Article
Works matching IS 09601627 AND DT 2024 AND VI 34 AND IP 4
Results: 8
1
2
Stability of the Epstein–Zin problem.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 4, p. 1263, doi. 10.1111/mafi.12434
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- Publication type:
- Article
3
Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules.
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- Mathematical Finance, 2024, v. 34, n. 4, p. 1242, doi. 10.1111/mafi.12433
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- Publication type:
- Article
4
The rough Hawkes Heston stochastic volatility model.
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- Mathematical Finance, 2024, v. 34, n. 4, p. 1197, doi. 10.1111/mafi.12432
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- Article
5
Naïve Markowitz policies.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 4, p. 1167, doi. 10.1111/mafi.12431
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- Publication type:
- Article
6
Mean‐field liquidation games with market drop‐out.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 4, p. 1123, doi. 10.1111/mafi.12429
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- Publication type:
- Article
7
Almost strong equilibria for time‐inconsistent stopping problems under finite horizon in continuous time.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 4, p. 1089, doi. 10.1111/mafi.12428
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- Publication type:
- Article
8
Issue Information.
- Published in:
- Mathematical Finance, 2024, v. 34, n. 4, p. 1087, doi. 10.1111/mafi.12400
- Publication type:
- Article