Economy – Quantitative Finance – Risk Management
Scientist
Economy
Quantitative Finance
Risk Management
Scientist
A Goal Programming Model for Optimal Portfolio Diversification
Complete duality for quasiconvex dynamic risk measures on modules of the $L^{p}$-type
Dual Representation of Quasiconvex Conditional Maps
Risk Measures on $\mathcal{P}(\mathbb{R})$ and Ambiguity for the Value At Risk: $ΛV@R$
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