2

Optimal capital allocation based on the Tail Mean–Variance model

Year:
2013
Language:
english
File:
PDF, 455 KB
english, 2013
4

Sums of standard uniform random variables

Year:
2019
Language:
english
File:
PDF, 230 KB
english, 2019
5

Risk Aversion in Regulatory Capital Principles

Year:
2020
Language:
english
File:
PDF, 525 KB
english, 2020
8

Quantile-based risk sharing with heterogeneous beliefs

Year:
2018
Language:
english
File:
PDF, 593 KB
english, 2018
10

Characterizations of risk aversion in cumulative prospect theory

Year:
2018
Language:
english
File:
PDF, 747 KB
english, 2018
13

Second-order properties of risk concentrations without the condition of asymptotic smoothness

Year:
2013
Language:
english
File:
PDF, 384 KB
english, 2013
15

On-chip wavefront shaping with dielectric metasurface

Year:
2019
Language:
english
File:
PDF, 1.02 MB
english, 2019
22

On aggregation sets and lower-convex sets

Year:
2015
Language:
english
File:
PDF, 440 KB
english, 2015
25

Characterization of left-monotone risk aversion in the RDEU model

Year:
2012
Language:
english
File:
PDF, 332 KB
english, 2012
36

Second-order expansions of the risk concentration based on CTE

Year:
2012
Language:
english
File:
PDF, 389 KB
english, 2012
40

Stochastic properties of INID progressive Type-II censored order statistics

Year:
2010
Language:
english
File:
PDF, 310 KB
english, 2010
49

Diversification limit of quantiles under dependence uncertainty

Year:
2016
Language:
english
File:
PDF, 696 KB
english, 2016