Imagen de Portada

Using Fermat-Torricelli points in assessing investment risks

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Yekimov, Sergey
Formato:	Preprint
Publicado:	2024
Materias:	Risk Management 97-11 F.2
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

An optimal investment strategy aimed at maximizing the expected utility across all intermediate capital levels
por: Cerda-Hernandez, J., et al.
Publicado: (2022)

Optimal design of reinsurance contracts with a continuum of risk assessments
por: Cheung, Ka Chun, et al.
Publicado: (2025)

Optimal investment under partial information and robust VaR-type constraint
por: Bäuerle, Nicole, et al.
Publicado: (2022)

Measuring the risk or reducing it, that is the question: is risk measurement necessary for risk reduction?
por: Uberti, Pierpaolo
Publicado: (2026)

Proactive risk assessment and nursing risk management in chemotherapy drugs: FMECA methodology results
por: Gennaro Laus, et al.
Publicado: (2026)

Strategic competition in informal risk sharing mechanism versus collective index insurance
por: Wang, Lichen, et al.
Publicado: (2025)

The role of debt valuation factors in systemic risk assessment
por: Fortuna, Kamil, et al.
Publicado: (2024)

Counter-monotonic risk allocations and distortion risk measures
por: Ghossoub, Mario, et al.
Publicado: (2024)

Choquet rating criteria, risk measures, and risk consistency
por: Guo, Nan, et al.
Publicado: (2025)

Submodular risk measures
por: Wang, Ruodu, et al.
Publicado: (2026)

On evaluation of joint risk for non-negative multivariate risks under dependence uncertainty
por: Gong, Shuo, et al.
Publicado: (2022)

Credit risk for large portfolios of green and brown loans: extending the ASRF model
por: Ramponi, Alessandro, et al.
Publicado: (2025)

Hurricane surge and inundation in the Bahamas, part 2: Flood risk assessment
por: Stephen Grey, et al.
Publicado: (2024)

Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
por: Acebes, Fernando, et al.
Publicado: (2024)

Coherent risk measures and uniform integrability
por: Huang, Muqiao, et al.
Publicado: (2024)

Systemic risk measures with markets volatility
por: Sun, Fei, et al.
Publicado: (2018)

Institutionalizing risk curation in decentralized credit
por: Zbandut, Anastasiia, et al.
Publicado: (2025)

Reverse Divisors and Magic Numbers
por: Costa, Eudes Antonio, et al.
Publicado: (2024)

Extremal cases of distortion risk measures with partial information
por: Zhao, Mengshuo, et al.
Publicado: (2024)

Lambda R{é}nyi entropic value-at-risk
por: Zou, Zhenfeng
Publicado: (2026)

Lambda Value-at-Risk under ambiguity and risk sharing
por: Liu, Peng, et al.
Publicado: (2025)

Diversification quotients: Quantifying diversification via risk measures
por: Han, Xia, et al.
Publicado: (2022)

On multivariate contribution measures of systemic risk with applications in cryptocurrency market
por: Wen, Limin, et al.
Publicado: (2024)

Infinite-mean models in risk management: Discussions and recent advances
por: Chen, Yuyu, et al.
Publicado: (2024)

The limitations of comonotonic additive risk measures: a literature review
por: Santos, Samuel Solgon, et al.
Publicado: (2022)

A stochastic correlation extension of the Vasicek credit risk model
por: Bansal, Dhruv, et al.
Publicado: (2026)

Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
por: Cui, Hengxin, et al.
Publicado: (2024)

Semi-parametric financial risk forecasting incorporating multiple realized measures
por: Peiris, Rangika, et al.
Publicado: (2024)

Hedging market risk and uncertainty via a robust portfolio approach
por: Ravagnani, Adele, et al.
Publicado: (2026)

Standard and stressed value at risk forecasting using dynamic Bayesian networks
por: Gross, Eden, et al.
Publicado: (2025)

Robust risk evaluation of joint life insurance under dependence uncertainty
por: Koike, Takaaki
Publicado: (2025)

A semi-parametric dynamic conditional correlation framework for risk forecasting
por: Storti, Giuseppe, et al.
Publicado: (2022)

Some remarks on the effect of risk sharing and diversification for infinite mean risks
por: Müller, Alfred
Publicado: (2024)

Cash non-additive risk measures: horizon risk and generalized entropy
por: Di Nunno, Giulia, et al.
Publicado: (2024)

Precise assessment of flood risk and accurate allocation of disaster relief funds through a fuzzy set approach
por: Yudong Wang, et al.
Publicado: (2024)

Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
por: Zhao, Mengshuo, et al.
Publicado: (2024)

'Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat'
por: Dhaene, Jan L. M., et al.
Publicado: (2024)

Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
por: Rehman, Shafique Ur, et al.
Publicado: (2024)

Time‐varying copula‐based compound flood risk assessment of extreme rainfall and high water level under a non‐stationary environment
por: Mingming Song, et al.
Publicado: (2024)

Stochastic dominance for linear combinations of infinite-mean risks
por: Chen, Yuyu, et al.
Publicado: (2025)