DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE
Article Properties
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LanguageEnglish
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DOI (url)
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Publication Date2012/06/14
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Journal
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Indian UGC (journal)
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Refrences33
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Citations27
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Tomasz R. Bielecki Illinois Institute of Technology
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Igor Cialenco Illinois Institute of Technology
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Zhao Zhang Illinois Institute of Technology
Abstract
Cite
Bielecki, Tomasz R., et al. “DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE”. Mathematical Finance, vol. 24, no. 3, 2012, pp. 411-4, https://doi.org/10.1111/j.1467-9965.2012.00524.x.
Bielecki, T. R., Cialenco, I., & Zhang, Z. (2012). DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE. Mathematical Finance, 24(3), 411-441. https://doi.org/10.1111/j.1467-9965.2012.00524.x
Bielecki, Tomasz R., Igor Cialenco, and Zhao Zhang. “DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE”. Mathematical Finance 24, no. 3 (2012): 411-41. https://doi.org/10.1111/j.1467-9965.2012.00524.x.
Bielecki TR, Cialenco I, Zhang Z. DYNAMIC COHERENT ACCEPTABILITY INDICES AND THEIR APPLICATIONS TO FINANCE. Mathematical Finance. 2012;24(3):411-4.
Journal Categories
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Mathematics
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Social Sciences
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Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
Capital requirements and claims recovery: A new perspective on solvency regulation | Journal of Risk and Insurance |
| 2 | 2022 |
Acceptability maximization | Frontiers of Mathematical Finance | 1 | 2022 | |
A refined measure of conditional maximum drawdown | Risk Management |
| 2021 | |
| Coherent portfolio performance ratios | Quantitative Finance |
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Intra‐Horizon expected shortfall and risk structure in models with jumps | Mathematical Finance |
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Citations Analysis
The category
Science: Mathematics 13
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Acceptability Indexes Via 'G-Expectations': An Application to Liquidity Risk and was published in 2012. The most recent citation comes from a 2022 study titled Capital requirements and claims recovery: A new perspective on solvency regulation. This article reached its peak citation in 2021, with 6 citations. It has been cited in 17 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 6 citations. The chart below illustrates the annual citation trends for this article.