Portfolio optimization with two quasiconvex risk measures

[PDF] arxiv.org

Dual representations of quasiconvex compositions with applications to systemic risk

Ç Ararat, M Aygün - arXiv preprint arXiv:2108.12910, 2021 - arxiv.org
Motivated by the problem of finding dual representations for quasiconvex systemic risk
measures in financial mathematics, we study quasiconvex compositions in an abstract …
相关文章 所有 3 个版本
[PDF] bilkent.edu.tr

Dual representations of quasiconvex compositions with applications to systemic risk

M Aygün - 2021 - search.proquest.com
Motivated by the problem of finding dual representations for quasiconvex systemic risk
measures, we study quasiconvex compositions in an abstract infinite-dimensional setting …
相关文章 所有 4 个版本