Herdegen, Martin; Munari, Cosimo An elementary proof of the dual representation of expected shortfall. (English) Zbl 07786146 Math. Financ. Econ. 17, No. 4, 655-662 (2023). MSC: 91G70 49N15 PDFBibTeX XMLCite \textit{M. Herdegen} and \textit{C. Munari}, Math. Financ. Econ. 17, No. 4, 655--662 (2023; Zbl 07786146) Full Text: DOI arXiv OA License
Madan, Dilip B. Nonlinear equity valuation using conic finance and its regulatory implications. (English) Zbl 1411.91636 Math. Financ. Econ. 13, No. 1, 31-65 (2019). MSC: 91G70 PDFBibTeX XMLCite \textit{D. B. Madan}, Math. Financ. Econ. 13, No. 1, 31--65 (2019; Zbl 1411.91636) Full Text: DOI
Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim Dynamic conic hedging for competitiveness. (English) Zbl 1404.91141 Math. Financ. Econ. 10, No. 4, 405-439 (2016). MSC: 91B30 91G20 PDFBibTeX XMLCite \textit{D. B. Madan} et al., Math. Financ. Econ. 10, No. 4, 405--439 (2016; Zbl 1404.91141) Full Text: DOI Link
Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; Yor, Marc Bid and ask prices as non-linear continuous time G-expectations based on distortions. (English) Zbl 1307.91086 Math. Financ. Econ. 8, No. 3, 265-289 (2014). MSC: 91B25 60G44 60H30 91G80 PDFBibTeX XMLCite \textit{E. Eberlein} et al., Math. Financ. Econ. 8, No. 3, 265--289 (2014; Zbl 1307.91086) Full Text: DOI
Svindland, Gregor Dilatation monotonicity and convex order. (English) Zbl 1318.46054 Math. Financ. Econ. 8, No. 3, 241-247 (2014). Reviewer: Giovanni Puccetti (Firenze) MSC: 46N10 46N30 91G99 PDFBibTeX XMLCite \textit{G. Svindland}, Math. Financ. Econ. 8, No. 3, 241--247 (2014; Zbl 1318.46054) Full Text: DOI
Rosazza Gianin, Emanuela; Sgarra, Carlo Acceptability indexes via \(g\)-expectations: an application to liquidity risk. (English) Zbl 1273.91464 Math. Financ. Econ. 7, No. 4, 457-475 (2013). MSC: 91G80 91G10 91G20 60H15 PDFBibTeX XMLCite \textit{E. Rosazza Gianin} and \textit{C. Sgarra}, Math. Financ. Econ. 7, No. 4, 457--475 (2013; Zbl 1273.91464) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim Structured products equilibria in conic two price markets. (English) Zbl 1264.91148 Math. Financ. Econ. 6, No. 1, 37-57 (2012). MSC: 91G80 91B54 91B26 91B24 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Math. Financ. Econ. 6, No. 1, 37--57 (2012; Zbl 1264.91148) Full Text: DOI
Madan, Dilip B.; Schoutens, Wim Conic coconuts: the pricing of contingent capital notes using conic finance. (English) Zbl 1255.91450 Math. Financ. Econ. 4, No. 2, 87-106 (2011). MSC: 91G80 91G20 PDFBibTeX XMLCite \textit{D. B. Madan} and \textit{W. Schoutens}, Math. Financ. Econ. 4, No. 2, 87--106 (2011; Zbl 1255.91450) Full Text: DOI Link
Rogers, L. C. G. Optimal and robust contracts for a risk-constrained principal. (English) Zbl 1255.91408 Math. Financ. Econ. 2, No. 3, 151-171 (2009). MSC: 91G20 91B30 46N10 PDFBibTeX XMLCite \textit{L. C. G. Rogers}, Math. Financ. Econ. 2, No. 3, 151--171 (2009; Zbl 1255.91408) Full Text: DOI
Cheridito, Patrick; Li, Tianhui Dual characterization of properties of risk measures on Orlicz hearts. (English) Zbl 1181.91092 Math. Financ. Econ. 2, No. 1, 29-55 (2008). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91G80 46N10 60E15 PDFBibTeX XMLCite \textit{P. Cheridito} and \textit{T. Li}, Math. Financ. Econ. 2, No. 1, 29--55 (2008; Zbl 1181.91092) Full Text: DOI