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Star-Shaped Risk Measures

Citations

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Cited by:

  1. Principi, Giulio & Wakker, Peter P. & Wang, Ruodu, 2025. "Antimonotonicity for preference axioms: the natural counterpart to comonotonicity," Theoretical Economics, Econometric Society, vol. 20(3), July.
  2. Tolulope Fadina & Yang Liu & Ruodu Wang, 2021. "A Framework for Measures of Risk under Uncertainty," Papers 2110.10792, arXiv.org, revised Sep 2023.
  3. Righi, Marcelo Brutti & Müller, Fernanda Maria & Moresco, Marlon Ruoso, 2025. "A risk measurement approach from risk-averse stochastic optimization of score functions," Insurance: Mathematics and Economics, Elsevier, vol. 120(C), pages 42-50.
  4. Francesco Fabbri & Giulio Principi & Lorenzo Stanca, 2024. "Absolute and Relative Ambiguity Attitudes," Papers 2406.01343, arXiv.org, revised Jun 2024.
  5. Tolulope Fadina & Yang Liu & Ruodu Wang, 2024. "A framework for measures of risk under uncertainty," Finance and Stochastics, Springer, vol. 28(2), pages 363-390, April.
  6. Bingchu Nie & Dejian Tian & Long Jiang, 2025. "Set-valued star-shaped risk measures," Mathematics and Financial Economics, Springer, volume 19, number 4.
  7. Felix-Benedikt Liebrich & Cosimo Munari, 2021. "Law-invariant functionals that collapse to the mean: Beyond convexity," Papers 2106.01281, arXiv.org, revised Jul 2021.
  8. Laeven, Roger J.A. & Rosazza Gianin, Emanuela & Zullino, Marco, 2024. "Law-invariant return and star-shaped risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 140-153.
  9. Fabio Bellini & Fabio Maccheroni & Tiantian Mao & Ruodu Wang & Qinyu Wu, 2025. "Disappointment Aversion and Expectiles," Papers 2508.05541, arXiv.org.
  10. Leonardo Baggiani & Martin Herdegen & Nazem Khan, 2025. "The Interplay between Utility and Risk in Portfolio Selection," Papers 2509.10351, arXiv.org.
  11. Samuel Solgon Santos & Marlon Ruoso Moresco & Marcelo Brutti Righi & Eduardo de Oliveira Horta, 2023. "A note on the induction of comonotonic additive risk measures from acceptance sets," Papers 2307.04647, arXiv.org, revised Jul 2023.
  12. Santos, Samuel S. & Moresco, Marlon R. & Righi, Marcelo B. & Horta, Eduardo, 2024. "A note on the induction of comonotonic additive risk measures from acceptance sets," Statistics & Probability Letters, Elsevier, vol. 208(C).
  13. Felix-Benedikt Liebrich, 2021. "Risk sharing under heterogeneous beliefs without convexity," Papers 2108.05791, arXiv.org, revised May 2022.
  14. Marcelo Brutti Righi & Marlon Ruoso Moresco, 2022. "Star-Shaped deviations," Papers 2207.08613, arXiv.org.
  15. Moresco, Marlon Ruoso & Righi, Marcelo Brutti, 2022. "On the link between monetary and star-shaped risk measures," Statistics & Probability Letters, Elsevier, vol. 184(C).
  16. Max Nendel, 2025. "Lower semicontinuity of monotone functionals in the mixed topology on C b $C_{b}$," Finance and Stochastics, Springer, vol. 29(1), pages 261-287, January.
  17. Mario Ghossoub & Qinghua Ren & Ruodu Wang, 2024. "Counter-monotonic risk allocations and distortion risk measures," Papers 2407.16099, arXiv.org.
  18. Righi, Marcelo Brutti, 2024. "Star-shaped acceptability indexes," Insurance: Mathematics and Economics, Elsevier, vol. 117(C), pages 170-181.
  19. Mucahit Aygun & Roger J. A. Laeven & Mitja Stadje, 2025. "Higher-Order Ambiguity Attitudes," Papers 2501.13143, arXiv.org.
  20. Zou, Zhenfeng & Wu, Qinyu & Xia, Zichao & Hu, Taizhong, 2023. "Adjusted Rényi entropic Value-at-Risk," European Journal of Operational Research, Elsevier, vol. 306(1), pages 255-268.
  21. Dejian Tian & Xunlian Wang, 2023. "Dynamic star-shaped risk measures and $g$-expectations," Papers 2305.02481, arXiv.org.
  22. Martin Herdegen & Nazem Khan & Cosimo Munari, 2024. "Risk, utility and sensitivity to large losses," Papers 2405.12154, arXiv.org.
  23. Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2023. "Dynamic Return and Star-Shaped Risk Measures via BSDEs," Papers 2307.03447, arXiv.org, revised Jul 2023.
  24. Martin Herdegen & Nazem Khan, 2022. "$\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures," Papers 2202.07610, arXiv.org, revised May 2024.
  25. Zou, Zhenfeng & Hu, Taizhong, 2024. "Adjusted higher-order expected shortfall," Insurance: Mathematics and Economics, Elsevier, vol. 115(C), pages 1-12.
  26. Bingchu Nie & Dejian Tian & Long Jiang, 2024. "Set-valued Star-Shaped Risk Measures," Papers 2402.18014, arXiv.org, revised Feb 2025.
  27. Feng Runhuan & Liang Zongxia & Song Yilun, 2025. "Decentralized Annuity: A Quest for the Holy Grail of Lifetime Financial Security," Papers 2502.13742, arXiv.org.
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