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Kromer, E.; Overbeck, L.; Zilch, K. Systemic risk measures on general measurable spaces. (English) Zbl 1371.91200 Math. Methods Oper. Res. 84, No. 2, 323-357 (2016). MSC: 91G99 90B10 46N10 PDF BibTeX XML Cite \textit{E. Kromer} et al., Math. Methods Oper. Res. 84, No. 2, 323--357 (2016; Zbl 1371.91200) Full Text: DOI OpenURL
Hernández-Hernández, Daniel; Trevino-Aguilar, Erick Efficient hedging of European options with robust convex loss functionals: a dual-representation formula. (English) Zbl 1226.91076 Math. Finance 21, No. 1, 99-115 (2011). Reviewer: Johannes Muhle-Karbe (Zürich) MSC: 91G20 91B16 46N10 PDF BibTeX XML Cite \textit{D. Hernández-Hernández} and \textit{E. Trevino-Aguilar}, Math. Finance 21, No. 1, 99--115 (2011; Zbl 1226.91076) Full Text: DOI OpenURL
Wozabal, David; Wozabal, Nancy Asymptotic consistency of risk functionals. (English) Zbl 1175.62113 J. Nonparametric Stat. 21, No. 8, 977-990 (2009). MSC: 62P05 91B30 62G20 62G30 46N30 PDF BibTeX XML Cite \textit{D. Wozabal} and \textit{N. Wozabal}, J. Nonparametric Stat. 21, No. 8, 977--990 (2009; Zbl 1175.62113) Full Text: DOI OpenURL
Fils-Villetard, Amélie; Guillou, Armelle; Segers, Johan Projection estimators of Pickands dependence functions. (English) Zbl 1153.62044 Can. J. Stat. 36, No. 3, 369-382 (2008). MSC: 62G32 62F30 62E20 46N30 65C60 62H99 PDF BibTeX XML Cite \textit{A. Fils-Villetard} et al., Can. J. Stat. 36, No. 3, 369--382 (2008; Zbl 1153.62044) Full Text: DOI OpenURL